Results 11 to 20 of about 17,358,302 (310)
Improved regression in ratio type estimators based on robust M-estimation.
PLoS ONE, 2022 In this article, a new robust ratio type estimator using the Uk's redescending M-estimator is proposed for the estimation of the finite population mean in the simple random sampling (SRS) when there are outliers in the dataset. The mean square error (MSE)
Khalid Ul Islam Rather +3 more
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M Robust Weighted Ridge Estimator in Linear Regression Model
African Scientific Reports, 2023 Correlated regressors are a major threat to the performance of the conventional ordinary least squares (OLS) estimator. The ridge estimator provides more stable estimates in this circumstance.
Taiwo Stephen Fayose +2 more
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Fast estimation of epipolar geometry using high breakdown M-estimators [PDF]
, 2007 The high breakdown M-estimator (HBM) is introduced in this paper as an outstanding choice compared to modern high breakdown estimators for epipolar geometry estimation and motion segmentation problems.
Alireza Bab-Hadiashar (11003007) +1 more
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Robust regression trees based on M-estimators
Statistica, 2013 The paper addresses the problem of robustness of regression trees with respect to outlying values in the dependent variable. New robust tree-based procedures are described, which are obtained by introducing in the tree building phase some objective ...
Giuliano Galimberti +2 more
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On Inconsistent $M$-Estimators
The Annals of Statistics, 1982 If $M$ is not convex, and the underlying density is multi-modal, $M$-estimators can be inconsistent. Examples are given, as well as some positive results.
Freedman, D. A., Diaconis, P.
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Revstat Statistical Journal, 2007 In this paper we study bias-corrections to the weighted MLE (Dupuis and Morgenthaler, 2002), a robust estimator simply defined through a weighted score function.
Maria-Pia Victoria-Feser
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Regularity and Uniqueness for Constrained M-Estimates and Redescending M-Estimates
The Annals of Statistics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kent, John T., Tyler, David E.
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Characterization of the asymptotic distribution of semiparametric M-estimators [PDF]
, 2010 This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Sokbae Lee +5 more
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Revstat Statistical Journal, 2021 Parameters of Marshall–Olkin Extended Burr XII (MOEBXII) distribution are usually estimated using maximum likelihood (ML) and least squares (LS) estimation methods.
Yeşim Güney +3 more
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Empirical tests of performance of some M – estimators
Geodesy and Cartography, 2014 W artykule przedstawiono empiryczne porównanie trzech dobrze znanych M - estymatorów (Huber’a, Tukey’a oraz Hampel’a) jak również kilku nowych. Nowe estymatory motywowane były funkcjami wagowymi wykorzystywanymi w teorii wielomianów ortogonalnych ...
Banaś Marek, Ligas Marcin
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