Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)

Keyphrases

• Regression Model 100%
• Robust Estimation 100%
• Model Modification 100%
• Empirical Distribution Function 50%
• Simulation Study 50%
• Asymptotically Normal 50%
• Mixing Conditions 50%
• Asymptotic Behavior 50%
• Robust Property 50%
• Adaptive Weight 50%
• Asymptotic Efficiency 50%
• First-order Asymptotics 50%
• Least Weighted Squares 50%
• Robust Regression Estimator 50%
• Robust Fit 50%
• Initial Estimator 50%
• Density Function 50%
• Finite Sample 50%
• Distributional Models 50%
• Quantile Function 50%
• Theoretical Properties 50%
• Data-adaptive 50%
• Regression Residuals 50%
• Relative Efficiency 50%

Mathematics

• Simulation Study 100%
• Residuals 100%
• Regression Model 100%
• Density Function 100%
• Asymptotic Behavior 100%
• Robust Regression Estimator 100%
• Initial Estimate 100%
• Robust Estimate 100%
• Weighted Least Squares 100%
• Quantile Function 100%
• Relative Efficiency 100%
• Robust Method 100%
• Robust Estimation 100%