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Dtic Ada098076%3a Robust Estimation In The Heteroscedastic Linear Model When There Are Many Parameters. by Defense Technical Information Center

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1DTIC ADA098076: Robust Estimation In The Heteroscedastic Linear Model When There Are Many Parameters.

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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)

“DTIC ADA098076: Robust Estimation In The Heteroscedastic Linear Model When There Are Many Parameters.” Metadata:

  • Title: ➤  DTIC ADA098076: Robust Estimation In The Heteroscedastic Linear Model When There Are Many Parameters.
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  • Language: English

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