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2013 ROBUST ESTIMATION: LOCATION-SCALE AND REGRESSION PROBLEMS
Wen Hsiang Wei
Taiwanese J. Math. 17(3): 1055-1093 (2013). DOI: 10.11650/tjm.17.2013.2254

Abstract

A robust estimating method to search for the bounded function minimizing a risk is proposed. The estimators obtained by the proposed method are the generalizations of several classical robust estimators. In addition, a variety of robust estimators can be obtained, including robust one and multidimensional estimators, robust regression and robust model selection criteria for univariate or multivariate data with independent or correlated errors, and robust Bayes estimators. Further, a simulation study is conducted to evaluate the proposed method.

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Wen Hsiang Wei. "ROBUST ESTIMATION: LOCATION-SCALE AND REGRESSION PROBLEMS." Taiwanese J. Math. 17 (3) 1055 - 1093, 2013. https://doi.org/10.11650/tjm.17.2013.2254

Information

Published: 2013
First available in Project Euclid: 10 July 2017

zbMATH: 1281.62138
MathSciNet: MR3072277
Digital Object Identifier: 10.11650/tjm.17.2013.2254

Subjects:
Primary: 62F35

Keywords: bounded influence , estimating function , MRB function , MRBB function , robust statistics

Rights: Copyright © 2013 The Mathematical Society of the Republic of China

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Vol.17 • No. 3 • 2013
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