Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

DOI10.1080/01621459.2013.779847OpenAlexW2064711954WikidataQ41812637 ScholiaQ41812637MaRDI QIDQ5327293FDOQ5327293

Authors Howard D. Bondell, Leonard Stefanski 

Publication date 7 August 2013

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3747015

zbMATH Keywords

consistencyasymptotic efficiencyefficient estimationweighted least squaresconstrained optimizationbreakdown pointexponential tiltingleast trimmed squaresdistributional robustness

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(8)

• An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model
• Robust penalized empirical likelihood estimation method for linear regression
• A propensity score adjustment method for regression models with nonignorable missing covariates
• High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
• Penalized unimodal spline density estimation with application to \(M\)-estimation
• Combining empirical likelihood and robust estimation methods for linear regression models
• Adaptive efficient and double-robust regression based on generalized empirical likelihood
• Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model

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