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Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

Large- and finite-sample efficiency and resistance to outliers are the key goals of robust statistics. Although often not simultaneously attainable, we develop and study a linear regression estimator that comes close. Efficiency obtains from the estimator’s close connection to generalized empirical...

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Detalles Bibliográficos
Main Authors: Bondell, Howard D., Stefanski, Leonard A.
Formato: Artigo
Idioma:Inglês
Publicado: 2013
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC3747015/
https://ncbi.nlm.nih.gov/pubmed/23976805
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2013.779847
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