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Volume 24 Number 1 2001 |
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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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