Robust estimation in multiple linear regression model with non-Gaussian noise

DOI10.1016/j.automatica.2007.06.029zbMath1283.93263OpenAlexW2051883774MaRDI QIDQ2440611

Moti L. Tiku, Aysen D. Akkaya

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.06.029

zbMATH Keywords

outliersrobustnessmodified maximum likelihoodlinear regressiondata anomaly

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10)

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