Improving the Efficiency of Robust Estimators for the Generalized Linear Model

The distance constrained maximum likelihood procedure (DCML) optimally combines a robust estimator with the maximum likelihood estimator with the purpose of improving its small sample efficiency while preserving a good robustness level. It has been published for the linear model and is now extended...

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Λεπτομέρειες βιβλιογραφικής εγγραφής

Κύριος συγγραφέας:	Alfio Marazzi
Μορφή:	Artigo
Γλώσσα:	Inglês
Έκδοση:	MDPI AG 2021-02-01
Σειρά:	Stats
Θέματα:	robust GLM estimators robust Poisson regression conditional maximum likelihood estimator minimum density power divergence estimator distance constrained maximum likelihood
Διαθέσιμο Online:	https://www.mdpi.com/2571-905X/4/1/8
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