Adaptive robust regression with continuous Gaussian scale mixture errors
DOI10.1016/J.JKSS.2016.08.002zbMATH Open1357.62246OpenAlexW2520106276MaRDI QIDQ508114FDOQ508114
Authors: Jungsik Noh, Taewook Lee, Young Joo Yoon, Byungtae Seo 
Publication date: 9 February 2017
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2016.08.002
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Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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Cited In (8)
- Semiparametric mixture of linear regressions with nonparametric Gaussian scale mixture errors
- Robust sparse regression by modeling noise as a mixture of Gaussians
- A Note on parameter and standard error estimation in adaptive robust regression
- On \(p\)-generalized elliptical random processes
- Semiparametric estimation for linear regression with symmetric errors
- Accelerated failure time modeling via nonparametric mixtures
- Semiparametric mixture: continuous scale mixture approach
- The adaptive BerHu penalty in robust regression
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