Robust errors-in-variables linear regression via Laplace distribution

DOI10.1016/j.spl.2013.09.036zbMath1284.62434OpenAlexW2066323739WikidataQ60631493 ScholiaQ60631493MaRDI QIDQ2444385

Kun Chen, Wei-xing Song, Jian-Hong Shi

Publication date: 9 April 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.09.036

zbMATH Keywords

EM algorithmleast absolute deviationnormal mixturesmixture regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Modal non‐linear regression in the presence of Laplace measurement error, t-Type corrected-loss estimation for error-in-variable model, Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior

Uses Software

• pyuvdata

Cites Work

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