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Two-Parameter Modified Ridge-Type M-Estimator for Linear Regression Model [PDF]
The Scientific World Journal, 2020 The general linear regression model has been one of the most frequently used models over the years, with the ordinary least squares estimator (OLS) used to estimate its parameter.
Adewale F. Lukman +3 more
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A redescending M-estimator approach for outlier-resilient modeling [PDF]
Scientific ReportsThe OLS model is built on the assumption of normality in the distribution of error terms. However, this assumption can be easily violated, especially when there are outliers in the data.
Aamir Raza +4 more
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On the M-Estimator under Third Moment Condition
Mathematics, 2022 Estimating the expected value of a random variable by data-driven methods is one of the most fundamental problems in statistics. In this study, we present an extension of Olivier Catoni’s classical M-estimators of the empirical mean, which focus on the ...
Rundong Luo, Yiming Chen, Shuai Song
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Scientific African, 2023 Scholars usually adopt the method of least squared to model the relationship between a response variable and two or more explanatory variables. Ordinary least squares estimator's performance is good when there is no outliers and multicollinearity in the ...
K.C. Arum +5 more
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Scientific African, 2022 The parameters in the Poisson regression model are usually estimated using the maximum likelihood estimator (MLE). MLE suffers a breakdown when there is either multicollinearity or outliers in the Poisson regression model.
Kingsley C Arum +2 more
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Axioms, 2023 As a new member of the NA (negative associated) family, the m-AANA (m-asymptotically almost negatively associated) sequence has many statistical properties that have not been developed. This paper mainly studies its properties in the gradual change point
Tianming Xu, Yuesong Wei
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Redescending M-estimators [PDF]
Journal of Statistical Planning and Inference, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shevlyakov, Georgy +2 more
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Asymptotic properties of M-estimator for GARCH(1, 1) model parameters
Журнал Белорусского государственного университета: Математика, информатика, 2020 GARCH(1, 1) model is used for analysis and forecasting of financial and economic time series. In the classical version, the maximum likelihood method is used to estimate the model parameters. However, this method is not convenient for analysis of models
Uladzimir S. Tserakh
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Jackknife Kibria-Lukman M-Estimator: Simulation and Application
Journal of Nigerian Society of Physical Sciences, 2022 The ordinary least square (OLS) method is very efficient in estimating the regression parameters in a linear regression model under classical assumptions.
Segun L. Jegede +3 more
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Employing Robust MM-estimators in Estimating Principal Component Regression Model - A Comparative Study [PDF]
المجلة العراقية للعلوم الاحصائية, 2021 This paper focuses on proposing the use of robust MM estimators in estimating the parameters of the principal component regression model, which is usually used in estimating the regression model when the explanatory variables are not independent.
Esraa Alsaraf, Bashar AL-TALIB
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