|
Robust Estimation in Linear Regression Model: the Density Power Divergence Approach
|
| |
|
|
|
Abstract: (3193 Views) |
The minimum density power divergence method provides a robust estimate in the face of a situation where the dataset includes a number of outlier data.
In this study, we introduce and use a robust minimum density power divergence estimator to estimate the parameters of the linear regression model and then with some numerical examples of linear regression model, we show the robustness of this estimator in the face of a dataset which includes a number of outliers. |
|
| Keywords: Belgium telephone call data, Estimation, Maximum likelihood estimator, Minimum density power divergence estimator, Outlier, Robust regression. |
|
|
Full-Text [PDF 234 kb]
(785 Downloads)
|
Type of Study: Research |
Subject:
Special
Received: 2019/09/17 | Accepted: 2020/05/21 | Published: 2020/06/6
|
|
|
|
|
|
|
| Add your comments about this article |
|
|
|
