A working likelihood approach for robust regression.

Robust approach is often desirable in presence of outliers for more efficient parameter estimation. However, the choice of the regularization parameter value impacts the efficiency of the parameter estimators. To maximize the estimation efficiency, we construct a likelihood function for simultaneous...

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Detalles Bibliográficos
Publicado en:Statistical Methods in Medical Research Vol. 29; no. 12; pp. 3641 - 3653
Autores principales: Fu, Liya, Wang, You-Gan, Cai, Fengjing
Formato: research Journal Article
Publicado: Sage Publications Inc. Dec2020
Acceso en línea:Ver este registro en EBSCOhost