Robust estimators and their relations
J. Jurečková (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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Displaying similar documents to “Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors”
Robust estimators and their relations
Redescending M-estimators in regression analysis, cluster analysis and image analysis
Christine H. Müller (2004)
Discussiones Mathematicae Probability and Statistics
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We give a review on the properties and applications of M-estimators with redescending score function. For regression analysis, some of these redescending M-estimators can attain the maximum breakdown point which is possible in this setup. Moreover, some of them are the solutions of the problem of maximizing the efficiency under bounded influence function when the regression coefficient and the scale parameter are estimated simultaneously. Hence redescending M-estimators satisfy several...
On estimation of a covariance function of stationary errors in a nonlinear regression model.
Štulajter, F. (1994)
Acta Mathematica Universitatis Comenianae. New Series
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Exponential regression
Lubomír Kubáček, Ludmila Kubáčková, Eva Tesaříková (2001)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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On the robustness of multiple regression coefficient estimators obtained by the p-point method
C. Platt, Z. Paprzycki (1988)
Applicationes Mathematicae
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