Browsing by Author "Tang, Chau-Shyun"

Now showing 1 - 2 of 2

Linear trimmed means for the linear regression with AR(1) errors model
(2010-11-01)
Lai, Yi-Hsuan
;
Chen, Lin-An
;
Tang, Chau-Shyun
;
統計學研究所
;
管理科學系
For the linear regression with AR(1) errors model, the robust generalized and feasible generalized estimators of Lai et al. (2003) of regression parameters are shown to have the desired property of a robust Gauss Markov theorem. This is done by showing that these two estimators are the best among classes of linear trimmed means. Monte Carlo and data analysis for this technique have been performed. (C) 2010 Elsevier B.V. All rights reserved.
Mode type quasi-range and its applications
(2008)
Chen, Lin-An
;
PeterYang, Hsien-Chueh
;
Tang, Chau-Shyun
;
統計學研究所
;
管理科學系
Building from the consideration of closeness, we propose the mode quasi-range as an alternative scale parameter. Application of this scale parameter to formulate the population standard deviation is investigated leading to an efficient sample estimator of standard deviation from the point of asymptotic variance. Monte Carlo studies, in terms of finite sample efficiency and robustness of breakdown point, have been performed for the sample mode quasi-range. This study reveals that this closeness consideration-based mode, quasi-range, is satisfactory because these statistical procedures based on it are efficient and are less misleading for drawing conclusion from the sample results.