Use of reference distributions when dealing with unknown regression errors

DOI10.1080/00949650802176475MaRDI QIDQ3401433zbMATH OpenOpenAlexFDO

Authors Young-Hyun Ko, Chi-Hyuck Jun

Publication date 29 January 2010

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650802176475

zbMATH Keywords

EM algorithmmaximum likelihoodrobust regressionNewton method

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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• A Note on parameter and standard error estimation in adaptive robust regression
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Permutation Tests for Least Absolute Deviation Regression
• Robust Estimation of a Location Parameter
• Robust Statistics
• The use of mixtures for dealing with non-normal regression errors
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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