The Performance of Robust Two-Stage Estimator in Nonlinear Regression with Autocorrelated Error

DOI10.1080/03610918.2010.490316zbMath1195.62112OpenAlexW2021008760MaRDI QIDQ3590003

Olimjon Sh. Sharipov, Habshah Midi, Hossein Riazoshams

Publication date: 17 September 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/17265/1/The%20performance%20of%20robust%20two.pdf

zbMATH Keywords

tablesoutliersnonlinear regressionautocorrelated error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) General nonlinear regression (62J02) Sequential estimation (62L12)

Related Items (4)

Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model ⋮ A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers ⋮ Statistical learning for recommending (robust) nonlinear regression methods ⋮ The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors

Cites Work

• High breakdown-point and high efficiency robust estimates for regression
• Robust estimation of nonlinear regression with autoregressive errors.
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression
• Preliminary estimators for robust non-linear regression estimation
• Robust Statistics
• Robust Statistics
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