A Note on parameter and standard error estimation in adaptive robust regression

DOI10.1080/00949650108812131zbMath1004.62018OpenAlexW2071994334MaRDI QIDQ4534199

Mortaza Jamshidian

Publication date: 7 August 2002

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812131

zbMATH Keywords

normal familyslash distributionindependent familyt distributioniterative reweightinggeneralized EM algorithmsSAS NLIN

Mathematics Subject Classification ID

Related Items (10)

A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application ⋮ A skew extension of the slash distribution via beta-normal distribution ⋮ A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution ⋮ Spatial variability in slash linear modeling with finite second moment ⋮ An Alpha Half Normal Slash Distribution for Analyzing Non Negative Data ⋮ A generalization of the multivariate slash distribution ⋮ A generalization of the slashed distribution via alpha skew normal distribution ⋮ Use of reference distributions when dealing with unknown regression errors ⋮ A generalization of the slash half normal distribution: properties and inferences ⋮ The Gamma‐Frailty Poisson Model for the Nonparametric Estimation of Panel Count Data

Cites Work

• Unnamed Item
• On the convergence properties of the EM algorithm
• t-distribution modeling using the available statistical software
• A Bayesian Approach to Nonlinear Calibration Problems
• Robust Statistics

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