Weighted Maximum Median Likelihood Estimation For Parameters In Multiple Linear Regression Model

The performance of the Maximum Median Likelihood Estimator (MML) proposed by Hao (1992) is very inconsistent and sensitive to outliers, which results in biased parameter estimates. We propose Weighted Maximum Median Likelihood (WMML) estimators as alternatives. The basic idea in the WMML estimation...

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书目详细资料
主要作者: Mohamed Ramli, Norazan
格式: Thesis
语言:英语
英语
出版: 2008
主题:
在线阅读:http://psasir.upm.edu.my/id/eprint/5148/1/FS_2008_33.pdf

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