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Preliminary estimators for robust non-linear regression estimation


Citation

Midi, Habshah (1999) Preliminary estimators for robust non-linear regression estimation. Journal of Applied Statistics, 26 (5). pp. 591-600. ISSN 0266-4763; eISSN: 0266-4763

Abstract

In this paper, the robustness of weighted non-linear least-squares estimation based on some preliminary estimators is examined. The preliminary estimators are the L-norm estimates proposed by Schlossmacher, by El-Attar et al., by Koenker and Park, and by Lawrence and Arthur. A numerical example is presented to compare the robustness of the weighted non-linear least-squares approach when based on the preliminary estimators of Schlossmacher (HS), El-Attar et al. (HEA), Koenker and Park (HKP), and Lawrence and Arthur (HLA). The study shows that the HEA estimator is as robust as the HKP estimator. However, the HEA estimator posed certain computational problems and required more storage and computing time.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science and Environmental Studies
DOI Number: https://doi.org/10.1080/02664769922250
Publisher: Carfax Publishing Company
Keywords: Robust non-linear regression; Estimation; Preliminary estimators;
Depositing User: Ms. Azian Edawati Zakaria
Date Deposited: 24 Mar 2025 08:00
Last Modified: 24 Mar 2025 08:00
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/02664769922250
URI: http://psasir.upm.edu.my/id/eprint/116283
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