Skip navigation
Skip navigation

Estimators for the linear regression model based on Winsorized observations

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


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
Source: Statistica Sinica


There are no files associated with this item.

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator