Robust errors-in-variables linear regression via Laplace distribution

DOI10.1016/J.SPL.2013.09.036MaRDI QIDQ2444385zbMATH OpenOpenAlexWikidataFDO

Authors Kun Chen, Jianhong Shi, Weixing Song

Publication date 9 April 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.09.036

zbMATH Keywords

EM algorithmleast absolute deviationmixture regression modelnormal mixtures

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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• scientific article; zbMATH DE number 4190946 (Why is no real title available?)
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• scientific article; zbMATH DE number 756732 (Why is no real title available?)
• Multivariate measurement error models based on scale mixtures of the skew-normal distribution
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• Quantile regression.
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• Simulations and computations of nonparametric density estimates for the deconvolution problem
• Sow aspects of robustness in thr functional errors-in-variables regression model
• Ultrastructural elliptical models

Cited in

(12)

• Robust mixture regression model fitting by Laplace distribution
• Robust linear regression with broad distributions of errors
• Multiple linear regressions by maximizing the likelihood under assumption of generalized Gauss-Laplace distribution of the error
• Distributionally robust \(L_1\)-estimation in multiple linear regression
• Estimation in linear regression with Laplace measurement error using Tweedie-type formula
• Robust mixture multivariate linear regression by multivariate Laplace distribution
• t-type corrected-loss estimation for error-in-variable model
• scientific article; zbMATH DE number 4190946 (Why is no real title available?)
• scientific article; zbMATH DE number 3890540 (Why is no real title available?)
• Corrected-loss joint estimation in a linear EV model
• Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior
• Modal non‐linear regression in the presence of Laplace measurement error

Describes a project that uses

Uses Software

• pyuvdata

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