Combining empirical likelihood and robust estimation methods for linear regression models

DOI10.1080/03610918.2019.1659968OpenAlexW2971921086WikidataQ127291060 ScholiaQ127291060MaRDI QIDQ5082863FDOQ5082863

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)

Cites Work

• Empirical likelihood confidence intervals for nonparametric density estimation
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Empirical likelihood ratio confidence regions
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Robust Estimation of a Location Parameter
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Title not available (Why is that?)
• Robust Statistics
• Robust Statistics
• Methodology and Algorithms of Empirical Likelihood
• Title not available (Why is that?)
• A review on empirical likelihood methods for regression
• Empirical likelihood confidence intervals for linear regression coefficients
• On the accuracy of empirical likelihood confidence regions for linear regression model
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
• Self-concordance for empirical likelihood
• An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model

Cited In (4)

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

Uses Software

• robustbase

This page was built for publication: Combining empirical likelihood and robust estimation methods for linear regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5082863)