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


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