A Note on parameter and standard error estimation in adaptive robust regression

DOI10.1080/00949650108812131zbMATH Open1004.62018OpenAlexW2071994334MaRDI QIDQ4534199FDOQ4534199

Authors: M. Jamshidian 

Publication date: 7 August 2002

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

Full work available at URL: https://doi.org/10.1080/00949650108812131

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zbMATH Keywords

normal familyslash distributionindependent familyt distributioniterative reweightinggeneralized EM algorithmsSAS NLIN

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• On the convergence properties of the EM algorithm
• Robust Statistics
• Title not available (Why is that?)
• A Bayesian Approach to Nonlinear Calibration Problems
• t-distribution modeling using the available statistical software

Cited In (12)

• An alpha half normal slash distribution for analyzing non negative data
• Title not available (Why is that?)
• A skew extension of the slash distribution via beta-normal distribution
• A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution
• A generalization of the slash half normal distribution: properties and inferences
• A generalization of the multivariate slash distribution
• A generalization of the slashed distribution via alpha skew normal distribution
• The Gamma‐Frailty Poisson Model for the Nonparametric Estimation of Panel Count Data
• The adaptive BerHu penalty in robust regression
• Use of reference distributions when dealing with unknown regression errors
• Spatial variability in slash linear modeling with finite second moment
• A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application

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