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http://dx.doi.org/10.5351/KJAS.2013.26.3.511

On Rice Estimator in Simple Regression Models with Outliers  

Park, Chun Gun (Department of Mathematics, Kyonggi University)
Publication Information
The Korean Journal of Applied Statistics / v.26, no.3, 2013 , pp. 511-520 More about this Journal
Abstract
Detection outliers and robust estimators are crucial in regression models with outliers. In such studies the focus is on detecting outliers and estimating the coefficients using leave-one-out. Our study introduces Rice estimator which is an error variance estimator without estimating the coefficients. In particular, we study a comparison of the statistical properties for Rice estimator with and without outliers in simple regression models.
Keywords
Least squares method; leave-one-out; outliers; Rice estimator; simple regression model;
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Times Cited By KSCI : 2  (Citation Analysis)
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