Year: 2020
Type: preprint
Abstract: For the outlier problem in linear regression models, the Student-$t$ linear regression model is one of the common methods for robust modeling and is widely adopted in the literature. However, most of them applies it without careful theoretical consideration. This study provides the practically useful and quite simple conditions to ensure that the Student-$t$ linear regression model is robust against an outlier in the $y$-direction using regular variation theory.
Source: arXiv (Cornell University)
Author: Hayashi, Yoshiko
Institution: Osaka Metropolitan University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3048616522