A robust adaptive modified maximum likelihood estimator for the linear regression model
From MaRDI portal
Publication:5065292
DOI10.1080/00949655.2020.1856847OpenAlexW3110866715MaRDI QIDQ5065292
Peter Filzmoser, Birdal Şenoğlu, Sukru Acitas
Publication date: 18 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.16657
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- MMLEs are as good as M-estimators or better
- High breakdown-point and high efficiency robust estimates for regression
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
- A new method of estimation for location and scale parameters
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robust estimation in multiple linear regression model with non-Gaussian noise
- A comparison of algorithms for the multivariate \(L_1\)-median
- On the tiku-suresh method of estimation
- Multiple Linear Regression Model Under Nonnormality
- Least Median of Squares Regression
- The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
- Robustness of the student t based M-estimator
- NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
- Robust linear regression: A review and comparison
- One-stepM-estimators: Jones and Faddy's skewedt-distribution
- The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
- Robust Statistics
This page was built for publication: A robust adaptive modified maximum likelihood estimator for the linear regression model
