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Robust estimation of multivariate regression model

Jiantao Li () and Min Zheng

Statistical Papers, 2009, vol. 50, issue 1, 100 pages

Keywords: Local M-estimator; Local polynomial regression; Multivariate regression model; One-step; Robustness; Primary 62G35; Secondary 62G08 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s00362-007-0063-6

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