A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
Open Access
- 1 March 1998
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 37 (4) , 341-350
- https://doi.org/10.1016/s0167-7152(97)00136-3
Abstract
No abstract availableFunding Information
- RGK Foundation (CU01610301)
This publication has 12 references indexed in Scilit:
- Robust statistical inference: weighted likelihoods or usual m-estimation?Communications in Statistics - Theory and Methods, 1996
- Efficiency Versus Robustness: The Case for Minimum Hellinger Distance and Related MethodsThe Annals of Statistics, 1994
- Alternatives to the Median Absolute DeviationJournal of the American Statistical Association, 1993
- A Bounded Influence, High Breakdown, Efficient Regression EstimatorJournal of the American Statistical Association, 1993
- Reweighted LS Estimators Converge at the same Rate as the Initial EstimatorThe Annals of Statistics, 1992
- On One-Step GM Estimates and Stability of Inferences in Linear RegressionJournal of the American Statistical Association, 1992
- Transformations in Regression: A Robust AnalysisTechnometrics, 1985
- Efficient Bounded-Influence Regression EstimationJournal of the American Statistical Association, 1982
- Trimmed Least Squares Estimation in the Linear ModelJournal of the American Statistical Association, 1980
- A General Qualitative Definition of RobustnessThe Annals of Mathematical Statistics, 1971