Modified Maximum Likelihood (MML) estimators are asymptotically equivalent to the ML estimators but their methodology works under the assumption of a known shape parameter. Robust Adaptive MML estimators weaken this assumption and are robust to vertical outliers as well as leverage points.
ramml(X,y,p,e)predictor matrix
response variable
shape parameter of long-tailed symmetric distribution (considered as robustness tuning constant)
parameter for the linearization of the intractable term
vector of coefficients
estimate of sigma
vector with fitted y-values
vector with y-residuals
S. Acitas, Robust Statistical Estimation Methods for High-Dimensional Data with Applications, tech. rep., TUBITAK 2219, International Post Doctoral Research Fellowship Programme, 2019.