標題: | Linear trimmed means for the linear regression with AR(1) errors model |
作者: | Lai, Yi-Hsuan Chen, Lin-An Tang, Chau-Shyun 統計學研究所 管理科學系 Institute of Statistics Department of Management Science |
關鍵字: | Gauss Markov theorem;Generalized least squares estimator;Linear trimmed mean;Robust estimator |
公開日期: | 1-十一月-2010 |
摘要: | 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. |
URI: | http://dx.doi.org/10.1016/j.jspi.2010.05.015 http://hdl.handle.net/11536/32041 |
ISSN: | 0378-3758 |
DOI: | 10.1016/j.jspi.2010.05.015 |
期刊: | JOURNAL OF STATISTICAL PLANNING AND INFERENCE |
Volume: | 140 |
Issue: | 11 |
起始頁: | 3457 |
結束頁: | 3467 |
顯示於類別: | 期刊論文 |