Advanced search
Publication Cover
Journal of the American Statistical Association Volume 70, 1975 - Issue 350
Submit an article Journal homepage
275
Views
177
CrossRef citations to date
0
Altmetric
Theory and Method

One-Step Huber Estimates in the Linear Model

P. J. Bickel Department of Statistics, University of California, Berkeley, Ca., 94720, USA
Pages 428-434 | Received 01 Sep 1971, Published online: 06 Apr 2012
 
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

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.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related Research Data

Asymptotic Theory of Least Absolute Error Regression
Source: Informa UK Limited
Efficient Estimation and Inferences for Varying-Coefficient Models
Source: The University of North Carolina at Chapel Hill University Libraries
Robust kriging-A proposal
Source: Springer Science and Business Media LLC
Huber-based divided difference filtering
Source: American Institute of Aeronautics and Astronautics (AIAA)
Bounded-Influence Rank Regression: A One-Step Estimator Based on Wilcoxon Scores
Source: Informa UK Limited
Iteratively Reweighted Least Squares for Maximum Likelihood Estimation, and Some Robust and Resistant Alternatives
Source: Wiley
Visually Communicating and Teaching Intuition for Influence Functions
Source: arXiv
Least Median of Squares Regression
Source: Informa UK Limited
Trimmed Least Squares Estimation in the Linear Model
Source: Informa UK Limited
Asymptotic properties of one-step M-estimators
Source: Informa UK Limited
Robust regression using iteratively reweighted least-squares
Source: Informa UK Limited
Least Median of Squares Regression
Source: Informa UK Limited
Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
Source: Wiley
One-Step Estimator Paths for Concave Regularization
Source: Taylor & Francis
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Source: Informa UK Limited
One-Step Estimator Paths for Concave Regularization
Source: Taylor & Francis
Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models
Source: Informa UK Limited
Multicovariate-adjusted regression models
Source: Informa UK Limited

Linking provided by 

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.