Robust Estimation in the Heteroscedastic Linear Model When There are Many Parameters.

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 Ruppert and Carroll (1989). (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1980
Accession Number
ADA098076

Entities

People

  • Raymond J. Carroll

Organizations

  • University of North Carolina at Chapel Hill

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Fields of Study

  • Mathematics

Readers

  • Statistical inference.