Adaptive trimmed likelihood estimation in regression

DOI10.7151/DMPS.1128MaRDI QIDQ3099283zbMATH OpenOpenAlexFDO

Authors T. Bednarski, B. R. Clarke, Daniel Schubert

Publication date 1 December 2011

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://researchrepository.murdoch.edu.au/id/eprint/4776/

zbMATH Keywords

regressiontrimmed likelihood estimatoradaptive estimation

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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• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• TRIMMED LIKELIHOOD ESTIMATION OF LOCATION AND SCALE OF THE NORMAL DISTRIBUTION
• Trimmed likelihood estimators for lifetime experiments and their influence functions
• Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
• The derivation of maximum likelihood estimation for linear relation with outliers
• scientific article; zbMATH DE number 1833994 (Why is no real title available?)
• Asymptotics for an Adaptive Trimmed Likelihood Location Estimator
• An adaptive method of estimation and outlier detection in regression applicable for small to moderate sample sizes
• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model

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