Geodesic
A robust estimate of variance in a linear model
Mathematica Applicanda, Tome 13 (1985) no. 26, pp. 127-136.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

Standard statistical procedures for variance in Gaussian models are not robust against departures from normality. One of the possible reasons is that the variance of the variance estimate depens on kurtosis of the underlying distribution. In the paper, the most robust estimate of the variance in a class of quadratic forms is constructed.
DOI : 10.14708/ma.v13i26.1652
Classification : 62F35 (62J05)
Mots-clés : Robustness and adaptive procedures, Linear regression 
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Ryszard Zieliński; Wojciech Zieliński. A robust estimate of variance in a linear model. Mathematica Applicanda, Tome 13 (1985) no. 26, pp.  127-136. doi : 10.14708/ma.v13i26.1652. http://geodesic.mathdoc.fr/articles/10.14708/ma.v13i26.1652/

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