A robust estimation method for the linear regression model parameters with correlated error terms and outliers

DOI10.1080/02664763.2021.1881454OpenAlexW3126803408MaRDI QIDQ5865401

Sajjad Piradl, Masoud Yarmohammadi, Ali Shadrokh

Publication date: 13 June 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1881454

zbMATH Keywords

outlierscorrelated error termsminimum matusita distance estimation methodnon-parametric kernel density estimation methodrobust estimation method

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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