Robust joint modeling of mean and dispersion through trimming

Computational Statistics and Data Analysis

Volumn 56, Issue 1, 2012, Pages 34-48

  Neykov, N M ^a   Filzmoser, P ^b   Neytchev, P N ^a  

^a NATIONAL INSTITUTE OF METEOROLOGY AND HYDROLOGY   (Bulgaria)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Breakdown point; Extended quasi likelihood; Extended trimmed quasi likelihood; Generalized linear models; Joint modeling of mean and dispersion; Outlier detection

Indexed keywords

BREAKDOWN POINTS; GENERALIZED LINEAR MODEL; JOINT MODELING; OUTLIER DETECTION; QUASI-LIKELIHOOD;

COMPUTER SIMULATION; DISPERSIONS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; SAMPLING;

ESTIMATION;

EID: 80052024553     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2011.07.007     Document Type: Article

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