Andishe_ye Amari

Andishe_ye Amari

Robust Estimation in Linear Regression Model: Density Power Divergence Method

Document Type : Original Article

Authors
1 Master's degree in Statistics, Department of Mathematics, Yasuj University, Yasuj, Iran
2 Faculty of Mathematics, Yasuj University, Yasuj, Iran.
Abstract
The least power density divergence method provides a robust estimate in situations where the data contains a number of outliers. In this study, we introduce and use the robust least power density divergence estimator to estimate the parameters of a linear regression model, and then, with some numerical examples of linear regression, we demonstrate the robustness of this estimator in the face of data sets that contain a number of outliers.
Keywords

Volume 24, Issue 2
February 2019
Pages 37-42

  • Receive Date 10 May 2025
  • First Publish Date 10 May 2025
  • Publish Date 20 February 2020