Estimators for the linear regression model based on Winsorized observations

Simple item page
dc.contributor.authorChen, L-A
dc.contributor.authorWelsh, Alan
dc.contributor.authorChan, W
dc.date.accessioned2015-12-13T23:16:30Z
dc.date.available2015-12-13T23:16:30Z
dc.date.issued2001
dc.date.updated2015-12-12T08:48:26Z
dc.description.abstractWe 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
dc.identifier.issn1017-0405
dc.identifier.urihttp://hdl.handle.net/1885/89444
dc.publisherAcademia Sinica
dc.sourceStatistica Sinica
dc.subjectLinear regression
dc.subjectRobust estimation
dc.subjectTrimmed mean
dc.subjectWinsorized mean
dc.titleEstimators for the linear regression model based on Winsorized observations
dc.typeJournal article
local.bibliographicCitation.lastpage172
local.bibliographicCitation.startpage147
local.contributor.affiliationChen, L-A, National Chiao Tung University
local.contributor.affiliationWelsh, Alan, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationChan, W, University of Texas
local.contributor.authoruidWelsh, Alan, u8204947
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor020204 - Plasma Physics; Fusion Plasmas; Electrical Discharges
local.identifier.ariespublicationMigratedxPub19474
local.identifier.citationvolume11
local.identifier.scopusID2-s2.0-0035608955
local.type.statusPublished Version

Downloads

Collections

ANU Research Publications

DSpace software copyright © 2002-2026 LYRASIS