Recursive estimates of quantile based on 0-1 observations

Pavel Charamza

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Rainer Schwabe (1994)

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Confidence band for regression line with exponential distribution of errors

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Bootstraping of M-smoothers

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Acta Universitatis Carolinae. Mathematica et Physica

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Fitting a linear regression model by combining least squares and least absolute value estimation.

Sira Allende, Carlos Bouza, Isidro Romero (1995)

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Robust estimation of the multiple regression is modeled by using a convex combination of Least Squares and Least Absolute Value criterions. A Bicriterion Parametric algorithm is developed for computing the corresponding estimates. The proposed procedure should be specially useful when outliers are expected. Its behavior is analyzed using some examples.