ALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL

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dc.contributor.authorAltuntaş, Mutlu
dc.contributor.authorCankaya, Emel
dc.contributor.authorArslan, Olcay
dc.date.accessioned2025-03-23T19:11:46Z
dc.date.available2025-03-23T19:11:46Z
dc.date.issued2022
dc.departmentSinop Üniversitesi
dc.description.abstractThis paper considers parameter estimation of the linear regression model with Ramsay-Novick (RN) distributed errors, focusing on its use to aid robustness. Positioning within the class of heavy-tailed distributions, RN distribution can be defined as the modification of unbounded influence function of a non-robust density so that it has more resistance to outliers. \rPotential use of this robust density has been assessed in Bayesian settings on real data examples and there is a lack of performance assessment for finite samples in the classical approach. Therefore, this study explores its robustness properties when used as error distribution compared to normal and other alternating heavy-tailed distributions like Laplace and Studentt. An extensive simulation study was conducted for this purpose under different settings of sample size, model parameters and outlier percentages. An efficient data generation of RN distribution through random-walk Metropolis algorithm is here also suggested. The results were supported by a real world application on famously known as Brownlee’s stack loss plant data.
dc.identifier.doi10.20290/estubtdb.887201
dc.identifier.endpage58
dc.identifier.issn2667-419X
dc.identifier.issue1
dc.identifier.startpage35
dc.identifier.trdizinid521944
dc.identifier.urihttps://doi.org/10.20290/estubtdb.887201
dc.identifier.urihttps://search.trdizin.gov.tr/tr/yayin/detay/521944
dc.identifier.urihttps://hdl.handle.net/11486/3643
dc.identifier.volume10
dc.indekslendigikaynakTR-Dizin
dc.language.isoen
dc.relation.ispartofEskişehir Teknik Üniversitesi Bilim ve Teknoloji Dergisi b- Teorik Bilimler
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_TR_20250323
dc.subjectMatematik
dc.subjectBilgisayar Bilimleri
dc.subjectTeori ve Metotlar
dc.subjectİstatistik ve Olasılık
dc.titleALTERNATIVE ROBUST ESTIMATORS FOR PARAMETERS OF THE LINEAR REGRESSION MODEL
dc.typeArticle

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