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Browsing by Author "Lai, YH"

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    Generalized and pseudo-generalized trimmed means for the linear regression with AR(l) error model
    (2004-04-15)
    Lai, YH
    ;
    Thompson, P
    ;
    Chen, LA
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    統計學研究所
    ;
    Institute of Statistics
    We propose a generalized and pseudo-generalized trimmed means for the linear regression with AR(1) errors model. These will play the role of robust-type generalized and pseudo-generalized estimators for this regression model. Their asymptotic distributions are developed. (C) 2003 Elsevier B.V. All rights reserved.