Robust estimation in certain heteroscedastic linear models when there are many parameters Academic Article

abstract

• We study estimation of regression parameters in heteroscedastic linear models when the number of parameters is large. The results generalize work of Huber (1973), Yohai and Maronna (1979), and Carroll and Rupert (1982a). 1982.

authors

• Carroll, Raymond

published proceedings

• Journal of Statistical Planning and Inference

author list (cited authors)

• Carroll, R. J.

citation count

• 3

complete list of authors

• Carroll, RJ

publication date

• October 1982

publisher

• Elsevier  Publisher

published in

• Journal of Statistical Planning and Inference  Journal

Digital Object Identifier (DOI)

• 10.1016/0378-3758(82)90014-3

start page

• 1

end page

• 12

volume

• 7

issue

• 1

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2F0378-3758%2882%2990014-3