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Computing M-estimates

  • Conference paper
COMPSTAT

Abstract

We consider a linear regression model

$$y = X\beta + \varepsilon $$

where y is a response variable, X is an n×p design matrix of rank p, and ∈ is a vector with i.i.d. random variables.

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics, Luleå University, S-971 87, Luleå, Sweden

    Håkan Ekblom

  2. IMM, Technical University of Denmark, DK-2800, Lyngby, Denmark

    Hans Bruun Nielsen

Authors
  1. Håkan Ekblom
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  2. Hans Bruun Nielsen
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Editor information

Editors and Affiliations

  1. Departament d’Estadística i Investigació Operativa, Universitat Politécnica de Catalunya, Avd. Diagonal, 647, E-08028, Barcelona, España

    Albert Prat

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© 1996 Physica-Verlag Heidelberg

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Ekblom, H., Nielsen, H.B. (1996). Computing M-estimates. In: Prat, A. (eds) COMPSTAT. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46992-3_28

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  • DOI: https://doi.org/10.1007/978-3-642-46992-3_28

  • Publisher Name: Physica-Verlag HD

  • Print ISBN: 978-3-7908-0953-4

  • Online ISBN: 978-3-642-46992-3

  • eBook Packages: Springer Book Archive

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