Robust estimation for linear regression with asymmetric errors
The authors propose a new class of robust estimators for the parameters of a regression model in which the distribution of the error terms belongs to a class of exponential families including the log-gamma distribution. These estimates, which are a natural extension of the MM-estimates for ordinary...
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| Autores principales: | Bianco, A.M., Garcia Ben, M., Yohai, V.J. |
|---|---|
| Formato: | JOUR |
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_03195724_v33_n4_p511_Bianco |
| Aporte de: |
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