Extended least trimmed squares estimator in semiparametric regression models with correlated errors

DOI10.1080/00949655.2015.1014371OpenAlexW2006318697MaRDI QIDQ5222338

Saman Babaie-Kafaki, Mahdi Roozbeh

Publication date: 1 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2015.1014371

zbMATH Keywords

outlierbreakdown pointrobust estimationleast trimmed squares estimatorsemiparametric regression modeldifferencing methodology

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

Robust ridge estimator in restricted semiparametric regression models, Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data, Robust restricted Liu estimator in censored semiparametric linear models, Robust partial residuals estimation in semiparametric partially linear model, Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models, Robust ridge estimator in censored semiparametric linear models, Feasible robust estimator in restricted semiparametric regression models based on the LTS approach, A heuristic approach to combat multicollinearity in least trimmed squares regression analysis, Least trimmed squares ridge estimation in partially linear regression models

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