Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model

DOI10.1080/02331888.2021.1886297MaRDI QIDQ4987645zbMATH OpenOpenAlexFDO

Authors Şenay Özdemir, Olcay Arslan

Publication date 3 May 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2021.1886297

zbMATH Keywords

linear regressionempirical likelihoodstar clusterMM estimation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Applications of statistics to physics (62P35) Galactic and stellar structure (85A15)

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Cites work

• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 1894667 (Why is no real title available?)
• scientific article; zbMATH DE number 774851 (Why is no real title available?)
• A review on empirical likelihood methods for regression
• Combining empirical likelihood and robust estimation methods for linear regression models
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood based variable selection
• Empirical likelihood confidence intervals for linear regression coefficients
• Empirical likelihood confidence intervals for nonparametric density estimation
• Empirical likelihood for linear models
• Empirical likelihood methods in econometrics: theory and practice
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• High breakdown-point and high efficiency robust estimates for regression
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• LAD regression for detecting outliers in response and explanatory variables
• Methodology and Algorithms of Empirical Likelihood
• On the accuracy of empirical likelihood confidence regions for linear regression model
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust empirical likelihood for linear models under median constraints
• Self-concordance for empirical likelihood

Cited in

(4)

• Robust penalized empirical likelihood estimation method for linear regression
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
• MM for penalized estimation
• A modified maximum likelihood estimator for the parameters of linear structural relationship model

Describes a project that uses

Uses Software

• robustbase

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