A robust estimate of variance in a linear model

Ryszard Zieliński, and Wojciech Zieliński. "A robust estimate of variance in a linear model." Mathematica Applicanda 13.26 (1985): null. <http://eudml.org/doc/292675>.

@article{RyszardZieliński1985,
abstract = {Standard statistical procedures for variance in Gaussian models are not robust against departures from normality. One of the possible reasons is that the variance of the variance estimate depens on kurtosis of the underlying distribution. In the paper, the most robust estimate of the variance in a class of quadratic forms is constructed.},
author = {Ryszard Zieliński, Wojciech Zieliński},
journal = {Mathematica Applicanda},
keywords = {Robustness and adaptive procedures; Linear regression},
language = {eng},
number = {26},
pages = {null},
title = {A robust estimate of variance in a linear model},
url = {http://eudml.org/doc/292675},
volume = {13},
year = {1985},
}

TY - JOUR
AU - Ryszard Zieliński
AU - Wojciech Zieliński
TI - A robust estimate of variance in a linear model
JO - Mathematica Applicanda
PY - 1985
VL - 13
IS - 26
SP - null
AB - Standard statistical procedures for variance in Gaussian models are not robust against departures from normality. One of the possible reasons is that the variance of the variance estimate depens on kurtosis of the underlying distribution. In the paper, the most robust estimate of the variance in a class of quadratic forms is constructed.
LA - eng
KW - Robustness and adaptive procedures; Linear regression
UR - http://eudml.org/doc/292675
ER -