On Robust Estimation of Error Variance in (Highly) Robust Regression
The linear regression model requires robust estimation of parameters, if the measured data are contaminated by outlying measurements (outliers). While a number of robust estimators (i.e. resistant to outliers) have been proposed, this paper is focused on estimating the variance of the random regress...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2020-02-01
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| Series: | Measurement Science Review |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/msr-2020-0002 |