Skip to Main Content
138
Views
1
CrossRef citations to date
Altmetric
Pages 1143-1157
Accepted author version posted online: 13 Nov 2014
Published online: 02 Nov 2015
 
Translator disclaimer

It is well-known that under fairly conditions linear regression becomes a powerful statistical tool. In practice, however, some of these conditions are usually not satisfied and regression models become ill-posed, implying that the application of traditional estimation methods may lead to non-unique or highly unstable solutions. Addressing this issue, in this paper a new class of maximum entropy estimators suitable for dealing with ill-posed models, namely for the estimation of regression models with small samples sizes affected by collinearity and outliers, is introduced. The performance of the new estimators is illustrated through several simulation studies.

Login options

Purchase * Save for later
Online

Article Purchase 24 hours to view or download: EUR 43.00 Add to cart

* Local tax will be added as applicable