A Note on parameter and standard error estimation in adaptive robust regression

DOI10.1080/00949650108812131MaRDI QIDQ4534199zbMATH OpenOpenAlexFDO

Authors M. Jamshidian

Publication date 7 August 2002

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

Full work available at URL https://doi.org/10.1080/00949650108812131

zbMATH Keywords

generalized EM algorithmsindependent familyiterative reweightingnormal familySAS NLINslash distributiont distribution

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

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Cites work

• A Bayesian Approach to Nonlinear Calibration Problems
• scientific article; zbMATH DE number 3221750 (Why is no real title available?)
• On the convergence properties of the EM algorithm
• Robust Statistics
• t-distribution modeling using the available statistical software

Cited in

(13)

• A generalization of the multivariate slash distribution
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• A skew extension of the slash distribution via beta-normal distribution
• A generalization of the slashed distribution via alpha skew normal distribution
• A generalization of the slash half normal distribution: properties and inferences
• An alpha half normal slash distribution for analyzing non negative data
• The adaptive BerHu penalty in robust regression
• Use of reference distributions when dealing with unknown regression errors
• The Gamma‐Frailty Poisson Model for the Nonparametric Estimation of Panel Count Data
• scientific article; zbMATH DE number 862325 (Why is no real title available?)
• A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application
• A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution
• Spatial variability in slash linear modeling with finite second moment

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