On the choice of support of Re-descending ψ-Functions in linear models with asymmetric error distributions

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

doi:10.1007/BF02613546

On the choice of support of Re-descending ψ-Functions in linear models with asymmetric error distributions

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

Research output: Contribution to a Journal (Peer & Non Peer) › Article › peer-review

2 Citations (Scopus)

Abstract

In M-estimation of the regression parameter vector in the linear model, we discuss the choice of the support of certain re-descending ψ-functions for both cases when the distribution of the i.i.d. errors is partially known and when it is completely functionally unknown.

Original language	English
Pages (from-to)	365-381
Number of pages	17
Journal	Metrika: International Journal for Theoretical and Applied Statistics
Volume	37
Issue number	1
DOIs	https://doi.org/10.1007/BF02613546
Publication status	Published - Dec 1990
Externally published	Yes

Keywords

Linear models
Primary 62F35
asymmetric errors
re-descending influence functions
robust estimation
secondary 62G05, 62J05

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10.1007/BF02613546

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title = "On the choice of support of Re-descending ψ-Functions in linear models with asymmetric error distributions",

abstract = "In M-estimation of the regression parameter vector in the linear model, we discuss the choice of the support of certain re-descending ψ-functions for both cases when the distribution of the i.i.d. errors is partially known and when it is completely functionally unknown.",

keywords = "Linear models, Primary 62F35, asymmetric errors, re-descending influence functions, robust estimation, secondary 62G05, 62J05",

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year = "1990",

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T1 - On the choice of support of Re-descending ψ-Functions in linear models with asymmetric error distributions

AU - Hlynka, M.

AU - Sheahan, J. N.

AU - Wiens, D. P.

PY - 1990/12

Y1 - 1990/12

N2 - In M-estimation of the regression parameter vector in the linear model, we discuss the choice of the support of certain re-descending ψ-functions for both cases when the distribution of the i.i.d. errors is partially known and when it is completely functionally unknown.

AB - In M-estimation of the regression parameter vector in the linear model, we discuss the choice of the support of certain re-descending ψ-functions for both cases when the distribution of the i.i.d. errors is partially known and when it is completely functionally unknown.

KW - Linear models

KW - Primary 62F35

KW - asymmetric errors

KW - re-descending influence functions

KW - robust estimation

KW - secondary 62G05, 62J05

UR - https://www.scopus.com/pages/publications/84950352025

U2 - 10.1007/BF02613546

DO - 10.1007/BF02613546

M3 - Article

SN - 0026-1335

VL - 37

SP - 365

EP - 381

JO - Metrika: International Journal for Theoretical and Applied Statistics

JF - Metrika: International Journal for Theoretical and Applied Statistics

IS - 1

ER -

On the choice of support of Re-descending ψ-Functions in linear models with asymmetric error distributions

Abstract

Keywords

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