The
Application of Minimax Fit in Linear Model and its Extension
in Generalised Linear Models
Bulletin of the Malaysian Mathematical Society, Tome 24 (2001) no. 1
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The minimax fitting procedure is employed in some robust parameter estimation in the normal linear model. In this paper, we shall reformulate the procedure by using the deviance residual measures instead of the usual residual measures for the robust fitting procedure. This extends the range of application from the normal distribution to a more general exponential family of distributions. Special cases of the exact solution for the single parameter case and its algorithm will be discussed.