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Estimators for the linear regression model based on Winsorized observations

Chen, L-A; Welsh, Alan; Chan, W

Description

We develop an asymptotic, robust version of the Gauss-Markov theorem for estimating the regression parameter vector β and a parametric function c′ β in the linear regression model. In a class of estimators for estimating β that are linear in a Winsor

CollectionsANU Research Publications
Date published: 2001
Type: Journal article
URI: http://hdl.handle.net/1885/89444
Source: Statistica Sinica

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