Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression

DOI10.1214/13-EJS847zbMath1349.62087arXiv1502.01106OpenAlexW3099262850MaRDI QIDQ372131

Ayanendranath Basu, Abhik Ghosh

Publication date: 14 October 2013

Published in: Statistica Sinica, Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.01106

zbMATH Keywords

robustnessinfluence functionlinear regressiongeneralized linear modeldensity power divergencenon-homogeneous observationrobust testing of hypothesis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• Transformations in Regression: A Robust Analysis
• Minimax Aspects of Bounded-Influence Regression
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• Trimmed Least Squares Estimation in the Linear Model
• The Influence Curve and Its Role in Robust Estimation
• Robust and efficient estimation by minimising a density power divergence
• Choosing a robustness tuning parameter
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