| 標題: | 線性迴歸模型的Trimmed Scale之估計 Trimmed scale estimation for linear regression model |
| 作者: | 趙漢堂 Zhao, Han-Tang 陳鄰安 Chen, Lin-An 統計學研究所 |
| 關鍵字: | 線性迴歸;估計;統計;TRIMMED SCALE;STATISTICS |
| 公開日期: | 1994 |
| 摘要: | 在估計截斷Scale的迴歸問題上我們介紹了幾種估計方法。在需要預估計 量的估計方法我們同時考慮了最小平方法及最小絕對誤差兩種預估計量。 熒平迨幫t分析我們發現幾種估計量在對稱分配下均有相同極限分 畯抾i一步做模擬分析。 For the trimming scale in the linear regression model, we introduce serveral estimators for this scale parameter. For those requiring estimator, the least squares estimator and the least e deviation estimator are used for comparison. For a ic distribution. We then perform simulations to compare the uares errors for these estimators. |
| URI: | http://140.113.39.130/cdrfb3/record/nctu/#NT834337006 http://hdl.handle.net/11536/59893 |
| Appears in Collections: | Thesis |
- 具有AR(1)誤差非線性迴歸模型的廣義截斷平均數 / 陳鄰安;CHEN LIN-AN
- An efficient class of weighted trimmed means for linear regression models / Chen, LA
- Estimators for the linear regression model based on Winsorized observations / Chen, LA;Welsh, AH;Chan, W
- Robust type Gauss-Markov theorem and Rao's first order efficiency for the symmetric trimmed mean / Thompson, P;Yang, EK;Chen, LA
- Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models / Chen, LA;Portnoy, S
- Trimmed least squares estimator as best trimmed linear conditional estimator for linear regression model / Chen, LA;Thompson, P
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