Models where the least trimmed squares and least median of squares estimators are maximum likelihood
The Least Trimmed Squares (LTS) and Least Median of Squares (LMS) estimators are popular robust regression estimators. The idea behind the estimators is to find, for a given h, a sub-sample of h good observations among n observations and estimate the regression on that sub-sample. We find models, ba...
主要な著者: | Berenguer-Rico, V, Johansen, S, Nielsen, B |
---|---|
フォーマット: | Journal article |
言語: | English |
出版事項: |
2019
|
類似資料
-
A model where the least trimmed squares estimator is maximum likelihood
著者:: Berenguer-Rico, V, 等
出版事項: (2023) -
Least trimmed squares: nuisance parameter free asymptotics
著者:: Berenguer Rico, V, 等
出版事項: (2025) -
Symmetrically trimmed least squares estimation for Tobit models
著者:: Powell, James
出版事項: (2011) -
Large Sample Behavior of the Least Trimmed Squares Estimator
著者:: Yijun Zuo
出版事項: (2024-11-01) -
Nonlinear Split-Plot Design Model in Parameters Estimation using Estimated Generalized Least Square - Maximum Likelihood Estimation
著者:: Ikwuoche John David, 等
出版事項: (2018-12-01)