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...
| Published in: | Statistical Methods in Medical Research Vol. 29; no. 12; pp. 3641 - 3653 |
|---|---|
| Main Authors: | , , |
| Format: | research Journal Article |
| Published: |
Sage Publications Inc.
Dec2020
|
| Online Access: | View this record in EBSCOhost |