Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models

DOI10.1080/00949655.2016.1249482OpenAlexW2540116004MaRDI QIDQ5106841

Mahdi Roozbeh, Mohammad Arashi

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1249482

zbMATH Keywords

outlierbreakdown pointrobust estimationlinear restrictionssemiparametric regression modelleast-trimmed squares estimatorfeasible estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (3)

Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ Robust partial residuals estimation in semiparametric partially linear model ⋮ Covariance matrices of S robust regression estimators

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