Robust estimation in multiple linear regression model with non-Gaussian noise

DOI10.1016/j.automatica.2007.06.029zbMath1283.93263MaRDI QIDQ2440611

Moti L. Tiku, Aysen D. Akkaya

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.06.029

zbMATH Keywords

outliers; robustness; modified maximum likelihood; linear regression; data anomaly

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

93E10: Estimation and detection in stochastic control theory

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