Abstract
Abstract Simple "one-step" versions of Huber's (M) estimates for the linear model are introduced. Some relevant Monte Carlo results obtained in the Princeton project [1] are singled out and discussed. The large sample behavior of these procedures is examined under very mild regularity conditions.
Keywords
MathematicsLinear modelApplied mathematicsEconometricsStatistics
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Publication Info
- Year
- 1975
- Type
- article
- Volume
- 70
- Issue
- 350
- Pages
- 428-428
- Citations
- 69
- Access
- Closed
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Cite This
Peter J. Bickel
(1975).
One-Step Huber Estimates in the Linear Model.
Journal of the American Statistical Association
, 70
(350)
, 428-428.
https://doi.org/10.2307/2285834
Identifiers
- DOI
- 10.2307/2285834