Adaptive LS + TLS Regression

  • Yadolah Dodge
  • Jana Jureĉková


Up to now, we have considered adaptive combinations of the LAD estimator with various other estimators (LS, trimmed LS, and M-estimator). The reason why we considered just LAD is that it is generally accepted as fairly robust against distribution outliers. We received manageable adaptive procedures that enabled us either to decide for LAD or for its counterpart, or eventually for a mixture of both procedures, which can be interpreted as an adjustment of LAD to the distribution shape.


Linear Regression Model Regression Quantile Consistent Estimator Asymptotic Variance Influence Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Yadolah Dodge
    • 1
  • Jana Jureĉková
    • 2
  1. 1.University of NeuchâtelNeuchâtelSwitzerland
  2. 2.Department of Probability and StatisticsCharles UniversityPragueCzech Republic

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