Extended least trimmed squares estimator in semiparametric regression models with correlated errors
DOI10.1080/00949655.2015.1014371OpenAlexW2006318697MaRDI QIDQ5222338FDOQ5222338
Authors: M. Roozbeh, Saman Babaie-Kafaki
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1014371
Recommendations
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Estimation via corrected scores in general semiparametric regression models with error-prone covariates
- Extended least-correlation estimates for errors-in-variables non-linear models
- scientific article; zbMATH DE number 5952274
- Semiparametric estimation of a truncated regression model
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
- Estimation in a semiparametric partially linear errors-in-variables model
outlierrobust estimationbreakdown pointleast trimmed squares estimatorsemiparametric regression modeldifferencing methodology
Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)
Cites Work
- Least Median of Squares Regression
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- High breakdown-point and high efficiency robust estimates for regression
- Optimization theory and methods. Nonlinear programming
- Title not available (Why is that?)
- A difference based approach to the semiparametric partial linear model
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- A practical approximation algorithm for the LMS line estimator
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Outlier detection and least trimmed squares approximation using semi-definite programming
- Statistical inference of partially linear regression models with heteroscedastic errors
- Ridge regression methodology in partial linear models with correlated errors
- Computing Least Median of Squares Regression Lines and Guided Topological Sweep
- Semiparametric Regression for the Applied Econometrician
- On the least trimmed squares estimator
- Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
- Difference based ridge and Liu type estimators in semiparametric regression models
- On the least median square problem
- Multivariate least-trimmed squares regression estimator
- An elementary estimator of the partial linear model
- Title not available (Why is that?)
- Variance estimation in nonparametric regression via the difference sequence method
- On estimation of noise variance in two-dimensional signal processing
Cited In (10)
- A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models
- Robust restricted Liu estimator in censored semiparametric linear models
- A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
- Robust ridge estimator in restricted semiparametric regression models
- Least trimmed squares ridge estimation in partially linear regression models
- Robust partial residuals estimation in semiparametric partially linear model
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
- Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
- Robust ridge estimator in censored semiparametric linear models
- Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
This page was built for publication: Extended least trimmed squares estimator in semiparametric regression models with correlated errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222338)