A Partial Robustifying Weighted Least Squares Estimator

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2007
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  • OpenAlex ID W1931690883
  • Type Article
  • Language EN
  • Published 01 Jan 2007
  • Volume 5
  • Pages 41–55
  • Source Thailand Statistician Thailand
  • Countries 1
  • Institutions 1
  • Added 24 Jun 2016
  • Updated 08 Oct 2026
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A Partial Robustifying Weighted Least Squares Estimator

Article 2007 EN Bronze

The objective of this study is to introduce an alternative weighted least squares estimator called a partial robustifying weighted least squares (RWLS2) estimator. The weight is coincided with the weight of robustifying weighted least squares (RWLS1) estimator proposed by Gulasirima and Siripanich [3] but is partially applied on residuals. Based on ideas of Windham [7] and Gervini and Yohai [2], t…

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2 authors
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1 Renumas Gulasirima — —
2 Pachitjanut Siripanich National Institute of Developm… (TH)

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