A class of robust and fully efficient regression estimators
This paper introduces a new class of robust estimators for the linear regression model. They are weighted least squares estimators, with weights adaptively computed using the empirical distribution of the residuals of an initial robust estimator. It is shown that under certain general conditions the...
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| Autores principales: | Gervini, D., Yohai, V.J. |
|---|---|
| Formato: | JOUR |
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_00905364_v30_n2_p583_Gervini |
| Aporte de: |
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