A comparison between two robust regression estimators by means of robust covariances

被引：0
|
作者：
Ma Jianghong
Wei Guangsheng
Wang Kanmin
机构：
[1] Science College,
[2] Xian Jiaotong University,undefined
[3] Xian Highway University,undefined
来源：
Applied Mathematics-A Journal of Chinese Universities | 1998年 / 13卷 / 2期
关键词：
Robust regression; fitted-value influence; robust covariance;
D O I：
10.1007/s11766-998-0042-2
中图分类号：
学科分类号：
摘要：
Two classes of Mallows GM-estimators with invariance are considered in the stochas-tic linear regression model. Some of their asymptotic properties are described, and the fitted-value influence and variance components are compared by means of robust covariances.
引用
收藏
页码：207 / 214
页数：7
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