Robustness of the student t based M-estimator
From MaRDI portal
Publication:4226921
DOI10.1080/03610929708831974zbMath0920.62041OpenAlexW1968564236MaRDI QIDQ4226921
Publication date: 23 February 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929708831974
Related Items
Influence diagnostics in generalized symmetric linear models ⋮ Influence diagnostics for robust P-splines using scale mixture of normal distributions ⋮ Log-symmetric distributions: statistical properties and parameter estimation ⋮ Additive models with autoregressive symmetric errors based on penalized regression splines ⋮ Linear mixed models based on skew scale mixtures of normal distributions ⋮ On a log-symmetric quantile tobit model applied to female labor supply data ⋮ The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance ⋮ Influence diagnostics for Student-tcensored linear regression models ⋮ A robust adaptive modified maximum likelihood estimator for the linear regression model ⋮ Multivariate measurement error models based on Student-t distribution under censored responses ⋮ Partially linear models with first-order autoregressive symmetric errors ⋮ Robust parameter estimation of regression model with AR(p) error terms ⋮ On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* ⋮ On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions ⋮ A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference ⋮ On a heavy-tailed parametric quantile regression model for limited range response variables ⋮ Log‐symmetric quantile regression models ⋮ Robust joint modelling of left-censored longitudinal data and survival data with application to HIV vaccine studies ⋮ Robust maximum likelihood estimation of stochastic frontier models ⋮ Fast inference for robust nonlinear mixed-effects models ⋮ Local influence for Student-\(t\) partially linear models ⋮ Maximum likelihood methods in a robust censored errors-in-variables model ⋮ Influence diagnostics on the coefficient of variation of elliptically contoured distributions ⋮ A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions ⋮ Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data ⋮ On a variance stabilizing model and its application to genomic data ⋮ The sinh-normal/independent nonlinear regression model ⋮ Multivariate skew-normal generalized hyperbolic distribution and its properties ⋮ Diagnostics in multivariate generalized Birnbaum-Saunders regression models ⋮ Generalized Tobit models: diagnostics and application in econometrics ⋮ A robust multivariate Birnbaum–Saunders distribution: EM estimation ⋮ A class of asymmetric regression models for left-censored data ⋮ Variable selection of varying dispersion student-\(t\) regression models ⋮ The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation ⋮ R-estimation in semiparametric dynamic location-scale models ⋮ Doubly reweighted estimators for the parameters of the multivariate t-distribution ⋮ Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models ⋮ Improved estimation in a general multivariate elliptical model ⋮ Influence analysis in skew-Birnbaum–Saunders regression models and applications ⋮ Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance ⋮ On estimation and influence diagnostics for the Grubbs' model under heavy-tailed distributions ⋮ An R implementation for generalized Birnbaum-Saunders distributions ⋮ Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution ⋮ Influence diagnostics in nonlinear mixed-effects elliptical models ⋮ Assessment of diagnostic procedures in symmetrical nonlinear regression models ⋮ Multivariate elliptical models with general parameterization ⋮ Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution ⋮ Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions ⋮ Robust Location and Scale Estimation Based on the Univariate Generalizedt(GT) Distribution ⋮ Heavy-tailed longitudinal regression models for censored data: a robust parametric approach ⋮ Unnamed Item ⋮ Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-\(t\) distribution ⋮ Influence diagnostics for linear models with first-order autoregressive elliptical errors ⋮ Robust multivariate control charts based on Birnbaum–Saunders distributions ⋮ SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution ⋮ Estimation in nonlinear mixed-effects models using heavy-tailed distributions ⋮ Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions ⋮ Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error ⋮ A Robust Variable Selection tot-type Joint Generalized Linear Models via Penalizedt-type Pseudo-likelihood ⋮ Influence diagnostics for elliptical semiparametric mixed models ⋮ On the robustness of an epsilon skew extension for Burr III distribution on the real line ⋮ Shrinkage Estimation Under Multivariate Elliptic Models ⋮ Log-symmetric models with cure fraction with application to leprosy reactions data ⋮ A Bayesian regression model for the non-standardized \(t\) distribution with location, scale and degrees of freedom parameters ⋮ A semiparametric approach for joint modeling of median and skewness ⋮ Generalized linear mixed models for correlated binary data with \(t\)-link
Cites Work
- Unnamed Item
- Properties of modelling the error distribution with an extra shape parameter
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
- Pseudo Maximum Likelihood Methods: Theory
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- A new infinitesimal approach to robust estimation
- Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
- Necessary Analysis and Adaptive Inference
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Robust Estimation of a Location Parameter
- Robust Statistics
- Maximum Likelihood Estimation of Misspecified Models
