Combining empirical likelihood and robust estimation methods for linear regression models

DOI10.1080/03610918.2019.1659968OpenAlexW2971921086WikidataQ127291060 ScholiaQ127291060MaRDI QIDQ5082863

Şenay Özdemir, Olcay Arslan

Publication date: 21 June 2022

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

Full work available at URL: https://arxiv.org/abs/1801.08812

zbMATH Keywords

linear regressionempirical likelihoodM estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Related Items (3)

Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples ⋮ Robust penalized empirical likelihood estimation method for linear regression ⋮ Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model

Uses Software

• robustbase

Cites Work

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• Robust Statistics
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Robust Estimation of a Location Parameter
• Robust Statistics

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