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Adaptive M-estimation in Regression Model

Adaptive M-estimation in Regression Model

In this paper we introduce some adaptive M-estimators using selector statistics to estimate the slope of regression model under the symmetric and continuous underlying error distributions. This selector statistics is based on the residuals after the preliminary fit L<TEX>$_1$</TEX> (least absolute estimator) and the idea of Hogg(1983) and Hogg et. …