http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
note on asymmetry and robustness in linear regression
We discuss the assumption of symmetry in robust linear regression. It is important to distinguish between the intercept term and the slope parameters. Ordinary robust regression requires no assumption of symmetry when interest lies in slope parameters; computer programs, confidence intervals, standard errors, etc. do not change because the errors are asymmetric. The situation is radically different for bounded influence estimators. With the exception of the Mallows class, these estimators are inconsistent for slope when the errors are asymmetric.
Offprint: American statistician, Volume 42, pages 285-287.
Includes bibliographical references (leaves 6-7).
Supported by the Air Force Office of Scientific Research
Technical report (Texas A & M University. Department of Statistics) ; no. 13