Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers

DOI10.1080/03610926.2020.1734831OpenAlexW3011241630MaRDI QIDQ5079148

Sajjad Piradl, Ali Shadrokh

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1734831

zbMATH Keywords

outlierscorrelated errorsM-estimationCochrane and Orcutt adjusted least squares estimationminimum Matusita distance estimationnon-parametric kernel density estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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