Robust errors-in-variables linear regression via Laplace distribution

DOI10.1016/j.spl.2013.09.036zbMath1284.62434WikidataQ60631493 ScholiaQ60631493MaRDI QIDQ2444385

Kun Chen, Wei-xing Song, Jian-Hong Shi

Publication date: 9 April 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.09.036

zbMATH Keywords

EM algorithm; least absolute deviation; normal mixtures; mixture regression model

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior, Modal non‐linear regression in the presence of Laplace measurement error, t-Type corrected-loss estimation for error-in-variable model

Uses Software

• pyuvdata

Cites Work

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