Robust regression credibility: The influence function approach

DOI10.1016/j.insmatheco.2007.03.002zbMath1141.91643OpenAlexW2053772760MaRDI QIDQ939364

Georgios Pitselis

Publication date: 22 August 2008

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.03.002

zbMATH Keywords

influence functionm-estimatorsportfolio unbiasednesspure robust estimationrobust regression credibility

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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