Estimators of scale parameters in linear regression

DOI10.1016/0167-7152(83)90044-5zbMath0527.62062OpenAlexW2002049946MaRDI QIDQ595301

Hira L. Koul, V. Susarla

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90044-5

zbMATH Keywords

consistencyM-estimatorsmultiple linear regressionlocation invariant estimatorsmedian of absolute differences of residualsmedian of absolute residualstranslation invariant adaptive estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• ADAPTIVE ESTIMATION IN LINEAR REGRESSION
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• Robust Statistics

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