Robust estimation based on grouped-adjusted data in linear regression models

DOI10.1016/0304-4076(90)90123-BzbMath0694.62031OpenAlexW4229769887MaRDI QIDQ909394

Kazumitsu Nawata

Publication date: 1990

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(90)90123-b

zbMATH Keywords

asymptotic normalityConsistencygroupingdependent variablesadjustmentordinary least-squaresnew robust estimation method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Robust estimation based on grouped-adjusted data in censored regression models

Cites Work

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• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• A Robust Method for Multiple Linear Regression
• Regression Quantiles
• A Comparison of Preliminary Estimators for Robust Regression
• Asymptotic Theory of Least Absolute Error Regression
• Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
• On Estimation of a Probability Density Function and Mode

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