Volume 24 • Number 1 • 2001
 
The Application of Minimax Fit in Linear Model and its Extension in Generalised Linear Models
Nor Aishah Hamzah and Daud Yahaya
Abstract. The minimax fitting procedure is employed in some robust parameter estimation in the normal linear model. In this paper, we shall reformulate the procedure by using the deviance residual measures instead of the usual residual measures for the robust fitting procedure. This extends the range of application from the normal distribution to a more general exponential family of distributions. Special cases of the exact solution for the single parameter case and its algorithm will be discussed.


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