Robust Estimation in Heteroscedastic Linear Models

• 1 June 1982
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 10  (2) , 429-441
• https://doi.org/10.1214/aos/1176345784

Abstract

Keywords

• RANDOM VARIABLES
• WEIGHTED LEAST SQUARES
• MEAN
• ANALYSIS OF VARIANCE
• FEEDBACK
• MONTE CARLO
• MONTE CARLO METHOD
• LEAST SQUARES METHOD
• ASYMPTOTIC NORMALITY
• ROBUST ESTIMATOR
• LINEAR MODEL