A robust estimation method for the linear regression model parameters with correlated error terms and outliers

DOI10.1080/02664763.2021.1881454MaRDI QIDQ5865401zbMATH OpenOpenAlexFDO

Authors Sajjad Piradl, Ali Shadrokh, Masoud Yarmohammadi

Publication date 13 June 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2021.1881454

zbMATH Keywords

correlated error termsminimum matusita distance estimation methodnon-parametric kernel density estimation methodoutliersrobust estimation method

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cited in

(3)

• scientific article; zbMATH DE number 7314118 (Why is no real title available?)
• Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers
• Comparative analysis of two new hyperparameter selection methods for MDPD estimator in the presence of outliers

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