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Adaptive LS + TLS Regression

In: Adaptive Regression

Author

Listed:
  • Yadolah Dodge

    (University of Neuchâtel)

  • Jana Jureĉková

    (Charles University, Department of Probability and Statistics)

Abstract

Up to now, we have considered adaptive combinations of the LAD estimator with various other estimators (LS, trimmed LS, and M-estimator). The reason why we considered just LAD is that it is generally accepted as fairly robust against distribution outliers. We received manageable adaptive procedures that enabled us either to decide for LAD or for its counterpart, or eventually for a mixture of both procedures, which can be interpreted as an adjustment of LAD to the distribution shape.

Suggested Citation

  • Yadolah Dodge & Jana Jureĉková, 2000. "Adaptive LS + TLS Regression," Springer Books, in: Adaptive Regression, chapter 6, pages 87-98, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4419-8766-2_6
    DOI: 10.1007/978-1-4419-8766-2_6
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