On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship

This paper discusses a number of candidates for robust estimator TS of a simple linear functional relationship (SLFR). The classical maximum likelihood estimators of the SLFR can be affected by the presence of possible outliers. This is due to the fact that they are mean-based estimators. Some med...

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Main Author: Abdullah, Mokhtar
Format: Article
Language:English
English
Published: 1989
Online Access:http://psasir.upm.edu.my/id/eprint/2746/
http://psasir.upm.edu.my/id/eprint/2746/1/On_Robust_Alternatives_to_the_Maximum_Likelihood_Estimators.pdf
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author Abdullah, Mokhtar
author_facet Abdullah, Mokhtar
author_sort Abdullah, Mokhtar
building UPM Institutional Repository
collection Online Access
description This paper discusses a number of candidates for robust estimator TS of a simple linear functional relationship (SLFR). The classical maximum likelihood estimators of the SLFR can be affected by the presence of possible outliers. This is due to the fact that they are mean-based estimators. Some median-based estimator of the SLFR are examined. Among those considered Their-type estimators and the modified LI-norm estimator are found to be most robust (i.e insensitive to the outliers).
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spelling upm-27462013-05-27T07:03:12Z http://psasir.upm.edu.my/id/eprint/2746/ On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship Abdullah, Mokhtar This paper discusses a number of candidates for robust estimator TS of a simple linear functional relationship (SLFR). The classical maximum likelihood estimators of the SLFR can be affected by the presence of possible outliers. This is due to the fact that they are mean-based estimators. Some median-based estimator of the SLFR are examined. Among those considered Their-type estimators and the modified LI-norm estimator are found to be most robust (i.e insensitive to the outliers). 1989 Article NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/2746/1/On_Robust_Alternatives_to_the_Maximum_Likelihood_Estimators.pdf Abdullah, Mokhtar (1989) On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship. Pertanika, 12 (1). pp. 89-98. English
spellingShingle Abdullah, Mokhtar
On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship
title On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship
title_full On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship
title_fullStr On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship
title_full_unstemmed On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship
title_short On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship
title_sort on robust alternatives to the maximum likelihood estimators of a linear functional relationship
url http://psasir.upm.edu.my/id/eprint/2746/
http://psasir.upm.edu.my/id/eprint/2746/1/On_Robust_Alternatives_to_the_Maximum_Likelihood_Estimators.pdf