𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Robust Liu estimator for regression based on an M-estimator

✍ Scribed by Arslan, Olcay; Billor, Nedret

Book ID
127015524
Publisher
Taylor and Francis Group
Year
2000
Tongue
English
Weight
181 KB
Volume
27
Category
Article
ISSN
0266-4763

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A one-step robust estimator for regressi
A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
✍ Claudio Agostinelli; Marianthi Markatou πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 637 KB

We propose a one-step estimator for the vector of regression and error-scale parameters in a linear regression model. The estimator is asymptotically normal and fully efficient. Given appropriate initial values it achieves very low bias and high breakdown point. (~

An adaptive robust M-estimator for nonpa
An adaptive robust M-estimator for nonparametric nonlinear system identification
✍ Xianchun Wu; Ali Γ‡inar πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 650 KB

An adaptive robust M-estimator for nonparametric nonlinear system identification is proposed. This Mestimator is optimal over a broad class of distributions in the sense of maximum likelihood estimation. The error distributions are described by the generalized exponential distribution family. It com