M ESTIMATION, S ESTIMATION, AND MM ESTIMATION IN ROBUST REGRESSION

DOI10.12732/IJPAM.V91I3.7MaRDI QIDQ5416586zbMATH OpenOpenAlexFDO

Authors Yuliana Susanti, Hasih Pratiwi, Sri Sulistijowati H., Twenty Liana

Publication date 14 May 2014

Published in International Journal of Pure and Apllied Mathematics (Search for Journal in Brave)

Full work available at URL http://ijpam.eu/contents/2014-91-3/7/index.html

zbMATH Keywords

M estimationMM estimationrobust regressionS estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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(15)

• A hybrid method based on \(F\)-transform for robust estimators
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
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• A comparison of MM-estimation and fuzzy robust regression for multiple regression model with outliers
• New computational methods for classification problems in the existence of outliers based on conic quadratic optimization
• A comparison of robust versions of the AIC based on M-, S- and MM-estimators
• Comparison of the robust methods in the general linear regression model
• Robust correlation scaled principal component regression
• Robust adaptive filtering based on M-estimation-based minimum error entropy criterion
• A robust reconstruction method based on local Bayesian estimation combined with CURE clustering
• Robust statistical boosting with quantile-based adaptive loss functions
• A robust regression method based on Pearson type VI distribution
• Enhancing classification modeling through feature selection and smoothness: a conic-fused Lasso approach integrated with mean shift outlier modelling
• On robust M, S and MM estimations for the Poisson fixed effects panel model with outliers: simulation and applications

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