FLEXIBLE L-ESTIMATION IN THE LINEAR-MODEL

被引：2
|
作者：
DODGE, Y
JURECKOVA, J
机构：
[1] UNIV NEUCHATEL,CH-2000 NEUCHATEL,SWITZERLAND
[2] CHARLES UNIV,CS-18600 PRAGUE 8,CZECHOSLOVAKIA
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1991年 / 12卷 / 02期
关键词：
L1-ESTIMATION; TRIMMED LEAST-SQUARES ESTIMATOR; REGRESSION QUANTILE;
D O I：
10.1016/0167-9473(91)90019-X
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
An adaptive convex combination of L1-method and of the trimmed least-squares method is studied for the linear model; the resulting estimator is shown to minimize the asymptotic variance over general family of symmetric distributions.
引用
收藏
页码：211 / 220
页数：10
相关论文
共 50 条
  • [1] L-ESTIMATION FOR LINEAR-MODELS
    KOENKER, R
    PORTNOY, S
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (399) : 851 - 857
  • [2] ON L-ESTIMATION IN LINEAR-MODELS
    REN, JJ
    LU, KL
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1994, 23 (01) : 137 - 151
  • [3] ADAPTIVE L-ESTIMATION FOR LINEAR-MODELS
    PORTNOY, S
    KOENKER, R
    ANNALS OF STATISTICS, 1989, 17 (01): : 362 - 381
  • [4] ROBUST ESTIMATION IN LINEAR-MODEL
    YOHAI, VJ
    ANNALS OF STATISTICS, 1974, 2 (03): : 562 - 567
  • [5] L-Estimation for the Parameter of the AR(1) Model
    Han, Sang Moon
    Jung, Byoung Cheol
    KOREAN JOURNAL OF APPLIED STATISTICS, 2005, 18 (01) : 43 - 56
  • [6] Multivariate L-estimation
    Ricardo Fraiman
    Jean Meloche
    Luis A. García-Escudero
    Alfonso Gordaliza
    Xuming He
    Ricardo Maronna
    Víctor J. Yohai
    Simon J. Sheather
    Joseph W. McKean
    Christopher G. Small
    Andrew Wood
    R. Fraiman
    Jean Meloche
    Test, 1999, 8 : 255 - 317
  • [7] Multivariate L-estimation - Rejoinder
    Fraiman, R
    Meloche, J
    TEST, 1999, 8 (02) : 311 - 317
  • [8] RECURSIVE ESTIMATION IN THE GENERAL LINEAR-MODEL
    LIANTO, S
    BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 1987, 36 (02) : 351 - 352
  • [9] Multivariate L-estimation - Discussion
    Wood, A
    TEST, 1999, 8 (02) : 309 - 310
  • [10] POSTERIOR MODE ESTIMATION FOR THE GENERALIZED LINEAR-MODEL
    EAVES, DM
    CHANG, T
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1992, 44 (03) : 417 - 434
12345