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...

詳細記述

書誌詳細
第一著者: Mohamed Ramli, Norazan
フォーマット: 学位論文
言語:英語
英語
出版事項: 2008
主題:
オンライン・アクセス:http://psasir.upm.edu.my/id/eprint/5148/1/FS_2008_33.pdf

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