L-Estimation for Linear Models
نویسندگان
چکیده
منابع مشابه
Regression Quantiles and Improved L - Estimation in Linear Models
For the usual linear model, bearing the plausibility of a redundant subset of parameters, pre-test and Stein-rule estimators based on the trimmed least squares estimation theory are considered. Compared to parallel M-estimators, the proposed L-estimators are computationally simpler and are scale-equivariant too. In the light of asymptotic distributional risks, the relative (risk-)efficiency res...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1987
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1987.10478508