A Modified winsorized regression procedure for linear models

DOI10.1080/00949658808811103MaRDI QIDQ3350538zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 1988

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

Full work available at URL https://doi.org/10.1080/00949658808811103

zbMATH Keywords

contaminated normal distributionsefficiencyleast squares estimatormodified winsorized estimatorsTiku's MMLEwinsorized estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cites work

• Confidence Interval Robustness with Long-Tailed Symmetric Distributions
• scientific article; zbMATH DE number 3962953 (Why is no real title available?)
• scientific article; zbMATH DE number 3587861 (Why is no real title available?)
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• Testing Linear Contrasts of Means in Experimental Design Without Assuming Normality and Homogeneity of Variances
• Winsorized Regression

Cited in

(10)

• A robust method of estimation based on the MML estimators for a simple linear regression model
• Robust estimation and hypothesis testing under short-tailedness and inliers
• Robust estimation in multiple linear regression model with non-Gaussian noise
• Estimators for the linear regression model based on Winsorized observations
• scientific article; zbMATH DE number 3846664 (Why is no real title available?)
• scientific article; zbMATH DE number 719542 (Why is no real title available?)
• Robust winsorized regression using bootstrap approach
• Robust ratio and product based estimators using known auxiliary information through modified maximum likelihood
• An explicit multiple case-deletion formula for a linear regression model with correlated errors and a resulting property of the BLUP of a multivariate predictand
• Robust estimation and testing for general nonlinear regression models

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