M-ESTIMATOR USING JACKKNIFE PSEUDOVALUES

被引：0
|
作者：
CHENG, KF
机构：
来源：
SCANDINAVIAN JOURNAL OF STATISTICS | 1991年 / 18卷 / 01期
关键词：
JACKKNIFE; ROBUSTNESS; PSEUDOVALUE; ASYMPTOTIC DISTRIBUTION;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The estimates derived from the jack-knife method are sometimes sensitive to extreme data points. This paper discusses how to use the pseudovalues to define more robust estimates. In the given example, it is seen that the M-estimator based on the pseudovalues has smaller asymptotic variance than the ordinary M-estimator and jack-knife estimator. Asymptotic properties of the discussed estimator are also investigated.
引用
收藏
页码：51 / 61
页数：11
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