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...

全面介紹

書目詳細資料
主要作者: Mohamed Ramli, Norazan
格式: Thesis
語言:英语
英语
出版: 2008
主題:
在線閱讀:http://psasir.upm.edu.my/id/eprint/5148/1/FS_2008_33.pdf

相似書籍