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Robust estimators for generalized linear models. (English) Zbl 1279.62148
Summary: We propose a family of robust estimators for generalized linear models. The basic idea is to use an M-estimator after applying a variance stabilizing transformation to the response. We show the consistency and asymptotic normality of these estimators. We also obtain a lower bound for their breakdown point. A Monte Carlo study shows that the proposed estimators compare favorably with respect to other robust estimators for generalized linear models with Poisson response and log link.

62J12 Generalized linear models (logistic models)
62F12 Asymptotic properties of parametric estimators
62F35 Robustness and adaptive procedures (parametric inference)
65C05 Monte Carlo methods
Full Text: DOI
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