Adaptive robust regression with continuous Gaussian scale mixture errors

DOI10.1016/J.JKSS.2016.08.002MaRDI QIDQ508114zbMATH OpenOpenAlexFDO

Authors Jungsik Noh, Taewook Lee, Young Joo Yoon, Byungtae Seo

Publication date 9 February 2017

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2016.08.002

zbMATH Keywords

asymptoticsM-estimationadaptive robust regressioncontinuous scale Gaussian mixture

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(8)

• Robust sparse regression by modeling noise as a mixture of Gaussians
• Semiparametric mixture of linear regressions with nonparametric Gaussian scale mixture errors
• Semiparametric estimation for linear regression with symmetric errors
• On \(p\)-generalized elliptical random processes
• A Note on parameter and standard error estimation in adaptive robust regression
• Accelerated failure time modeling via nonparametric mixtures
• Semiparametric mixture: continuous scale mixture approach
• The adaptive BerHu penalty in robust regression

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