Combining empirical likelihood and robust estimation methods for linear regression models

DOI10.1080/03610918.2019.1659968MaRDI QIDQ5082863zbMATH OpenOpenAlexWikidataFDO

Authors Şenay Özdemir, Olcay Arslan

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.08812

zbMATH Keywords

linear regressionempirical likelihoodM estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

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Cites work

• scientific article; zbMATH DE number 194744 (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
• An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood confidence intervals for linear regression coefficients
• Empirical likelihood confidence intervals for nonparametric density estimation
• Empirical likelihood for linear models
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• 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 Statistics
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Self-concordance for empirical likelihood

Cited in

(4)

• Robust penalized empirical likelihood estimation method for linear regression
• Model robust regression: combining parametric, nonparametric, and semiparametric methods
• Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples
• Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model

Describes a project that uses

Uses Software

• robustbase

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