A one-step robust estimator for regression based on the weighted likelihood reweighting scheme

Claudio Agostinelli; Marianthi Markatou

doi:10.1016/s0167-7152(97)00136-3

A one-step robust estimator for regression based on the weighted likelihood reweighting scheme

Claudio Agostinelli
, Marianthi Markatou

Department of Biostatistics

University of Padua

Research output: Contribution to journal › Article › peer-review

31 Scopus citations

Abstract

We propose a one-step estimator for the vector of regression and error-scale parameters in a linear regression model. The estimator is asymptotically normal and fully efficient. Given appropriate initial values it achieves very low bias and high breakdown point.

Original language	English
Pages (from-to)	341-350
Number of pages	10
Journal	Statistics and Probability Letters
Volume	37
Issue number	4
DOIs	https://doi.org/10.1016/s0167-7152(97)00136-3
State	Published - Mar 30 1998

Keywords

Breakdown point
Efficiency
Influence
Robust
Weighted likelihood

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10.1016/s0167-7152(97)00136-3

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title = "A one-step robust estimator for regression based on the weighted likelihood reweighting scheme",

abstract = "We propose a one-step estimator for the vector of regression and error-scale parameters in a linear regression model. The estimator is asymptotically normal and fully efficient. Given appropriate initial values it achieves very low bias and high breakdown point.",

keywords = "Breakdown point, Efficiency, Influence, Robust, Weighted likelihood",

author = "Claudio Agostinelli and Marianthi Markatou",

year = "1998",

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T1 - A one-step robust estimator for regression based on the weighted likelihood reweighting scheme

AU - Agostinelli, Claudio

AU - Markatou, Marianthi

PY - 1998/3/30

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N2 - We propose a one-step estimator for the vector of regression and error-scale parameters in a linear regression model. The estimator is asymptotically normal and fully efficient. Given appropriate initial values it achieves very low bias and high breakdown point.

AB - We propose a one-step estimator for the vector of regression and error-scale parameters in a linear regression model. The estimator is asymptotically normal and fully efficient. Given appropriate initial values it achieves very low bias and high breakdown point.

KW - Breakdown point

KW - Efficiency

KW - Influence

KW - Robust

KW - Weighted likelihood

UR - https://www.scopus.com/pages/publications/0032579671

U2 - 10.1016/s0167-7152(97)00136-3

DO - 10.1016/s0167-7152(97)00136-3

M3 - Article

AN - SCOPUS:0032579671

SN - 0167-7152

VL - 37

SP - 341

EP - 350

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

A one-step robust estimator for regression based on the weighted likelihood reweighting scheme

Abstract

Keywords

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