On the Choice of Support of Re-Descending ...-Functions in Linear Models with Asymmetric Error Distributions.

M. Hlynka; J.N. Sheahan; D.P. Wiens

Metrika (1990)

  • Volume: 37, Issue: 6, page 365-381
  • ISSN: 0026-1335; 1435-926X/e

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Hlynka, M., Sheahan, J.N., and Wiens, D.P.. "On the Choice of Support of Re-Descending ...-Functions in Linear Models with Asymmetric Error Distributions.." Metrika 37.6 (1990): 365-381. <http://eudml.org/doc/176321>.

@article{Hlynka1990,
author = {Hlynka, M., Sheahan, J.N., Wiens, D.P.},
journal = {Metrika},
keywords = {linear models; asymmetric errors; robust estimation; M-estimation; re- descending influence function; optimality properties; least squares estimator; asymptotic variance},
number = {6},
pages = {365-381},
title = {On the Choice of Support of Re-Descending ...-Functions in Linear Models with Asymmetric Error Distributions.},
url = {http://eudml.org/doc/176321},
volume = {37},
year = {1990},
}

TY - JOUR
AU - Hlynka, M.
AU - Sheahan, J.N.
AU - Wiens, D.P.
TI - On the Choice of Support of Re-Descending ...-Functions in Linear Models with Asymmetric Error Distributions.
JO - Metrika
PY - 1990
VL - 37
IS - 6
SP - 365
EP - 381
KW - linear models; asymmetric errors; robust estimation; M-estimation; re- descending influence function; optimality properties; least squares estimator; asymptotic variance
UR - http://eudml.org/doc/176321
ER -

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