Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

DOI10.1080/01621459.2013.779847OpenAlexW2064711954WikidataQ41812637 ScholiaQ41812637MaRDI QIDQ5327293

Leonard A. Stefanski, Howard D. Bondell

Publication date: 7 August 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3747015

zbMATH Keywords

consistencyconstrained optimizationasymptotic efficiencyefficient estimationbreakdown pointexponential tiltingweighted least squaresleast trimmed squaresdistributional robustness

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

High finite-sample efficiency and robustness based on distance-constrained maximum likelihood ⋮ A propensity score adjustment method for regression models with nonignorable missing covariates ⋮ Combining empirical likelihood and robust estimation methods for linear regression models ⋮ An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model ⋮ Robust penalized empirical likelihood estimation method for linear regression ⋮ Adaptive efficient and double-robust regression based on generalized empirical likelihood ⋮ Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model ⋮ Penalized unimodal spline density estimation with application to \(M\)-estimation

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