A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
We propose a one-step estimator for the vector of regression and error-scale parameters in a linear regression model. The estimator is asymptotically normal and fully efficient. Given appropriate initial values it achieves very low bias and high breakdown point.
Year of publication: |
1998
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Authors: | Agostinelli, Claudio ; Markatou, Marianthi |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 4, p. 341-350
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Publisher: |
Elsevier |
Keywords: | Breakdown point Efficiency Influence Robust Weighted likelihood |
Saved in:
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