Collins, J. R.; Sheahan, J. N.; Zheng, Z. - In: Journal of Multivariate Analysis 20 (1986) 2, pp. 220-243
In the linear model Xn - 1 = Cn - p[theta]p - 1 + En - 1, Huber's theory of robust estimation of the regression vector [theta]p - 1 is adapted for two models for the partially specified common distribution F of the i.i.d. components of the error vector En - 1. In the first model considered, the...