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
consistencyasymptotic efficiencyefficient estimationweighted least squaresconstrained optimizationbreakdown pointexponential tiltingleast trimmed squaresdistributional robustness
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Cited In (8)
- Penalized unimodal spline density estimation with application to \(M\)-estimation
- High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
- A propensity score adjustment method for regression models with nonignorable missing covariates
- Robust penalized empirical likelihood estimation method for linear regression
- 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
- An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model
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