The Almon M-estimator for the distributed lag model in the presence of outliers

DOI10.1080/03610918.2021.1931325MaRDI QIDQ6073582FDOQ6073582

Authors: Abdul Majid, Muhammad Aslam 

Publication date: 18 September 2023

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

zbMATH Keywords

outlierM-estimatorrobust estimatordistributed lag modelnull rejection rateAlmon technique

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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Cited In (1)

• On some robust Liu estimators for the linear regression model with outliers: theory, simulation and application

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