Copy For Citation
Tiku M. L., Akkaya A.
PAKISTAN JOURNAL OF STATISTICS, vol.26, no.1, pp.49-68, 2010 (SCI-Expanded)
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Publication Type:
Article / Article
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Volume:
26
Issue:
1
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Publication Date:
2010
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Journal Name:
PAKISTAN JOURNAL OF STATISTICS
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Journal Indexes:
Science Citation Index Expanded (SCI-EXPANDED), Scopus
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Page Numbers:
pp.49-68
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Keywords:
Non-normality, Maximum likelihood, Modified maximum likelihood, Robustness, Polynomial regression, Outliers, Inliers, MAXIMUM-LIKELIHOOD, ROBUST ESTIMATION, DISTRIBUTIONS, PARAMETERS, MODEL, IDENTIFICATION, LOCATION
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Middle East Technical University Affiliated:
Yes
Abstract
Modified maximum likelihood estimators of the parameters in a second order polynomial regression model are derived. They are shown to be considerably more efficient and robust than the commonly used least squares estimators. Real life examples are given.