Feasible robust estimator in restricted semiparametric regression models based on the LTS approach

DOI10.1080/03610918.2016.1236954zbMath1462.62427OpenAlexW2526801112MaRDI QIDQ4607388

Nor Aishah Hamzah, Mahdi Roozbeh

Publication date: 13 March 2018

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

Full work available at URL: https://doi.org/10.1080/03610918.2016.1236954

zbMATH Keywords

outlierlinear restrictionscontaminated dataleast trimmed squares estimatorrobust estimatorfeasible estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (4)

Robust optimization of multistage process: response surface and multi-response optimization approaches ⋮ Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ Empirical likelihood-based inference in regressive model with moment restrictions ⋮ Modified least trimmed quantile regression to overcome effects of leverage points

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Feasible ridge estimator in partially linear models
• On the least trimmed squares estimator
• High breakdown-point and high efficiency robust estimates for regression
• Difference based ridge and Liu type estimators in semiparametric regression models
• On the least median square problem
• Multivariate least-trimmed squares regression estimator
• A practical approximation algorithm for the LMS line estimator
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Outlier detection and least trimmed squares approximation using semi-definite programming
• Statistical inference of partially linear regression models with heteroscedastic errors
• Optimization theory and methods. Nonlinear programming
• Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models
• Ridge regression methodology in partial linear models with correlated errors
• Optimal zone for bandwidth selection in semiparametric models
• Least Median of Squares Regression
• Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
• Computing Least Median of Squares Regression Lines and Guided Topological Sweep
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
• Extended least trimmed squares estimator in semiparametric regression models with correlated errors
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

This page was built for publication: Feasible robust estimator in restricted semiparametric regression models based on the LTS approach