A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
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DOI: 10.1007/s00362-017-0909-5
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- Rui Li & Yuanyuan Zhang, 2021. "Two-stage estimation and simultaneous confidence band in partially nonlinear additive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1109-1140, November.
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Keywords
Exponential squared loss function; Minorization–maximization algorithm; Partially nonlinear model; Robustness;All these keywords.
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