| 標題: | Trimmed mean是否可以經由Winsorized mean改善它的有效性 Can the Asymptotic Efficiences of the Trimmed Means be Improved by Winsorized Means |
| 作者: | 王則堯 陳鄰安 統計學研究所 |
| 關鍵字: | Winsorized mean;Trimmed mean;Regression quantile;Residual quantile;Symmetric quantile |
| 公開日期: | 1999 |
| 摘要: | 在線性回歸模式中,我們發展出三套Winsorized Means的理論: (1).Koenker and Bassett(1978) regression quantiles (2).Chen and Chiang(1996) symmetric quantile (3).Welsh(1987) residual quantile 在計算有效性的過程中,我們發現下面一些事實: (1).Winsorized Means不能改善Koenker and Bassett's and Welsh's Trimmed Means 的有效性. (2).Winsorized Means不但可以改善symmetric Trimmed Means, 而且它會更接近Cramer-Rao lower bound. |
| URI: | http://140.113.39.130/cdrfb3/record/nctu/#NT880337015 http://hdl.handle.net/11536/65382 |
| Appears in Collections: | Thesis |
- An efficient class of weighted trimmed means for linear regression models / Chen, LA
- Symmetric quantiles and their applications / Chiang, Yuang-Chin;Chen, Lin-An;Yang, Hsien-Chueh Peter
- 無母數分配中心點已知條件下之對稱型分位數及截斷變異數 / 陳韻如;Chen, Yun-Ru;陳鄰安;Chen Lin-An
- 對稱型迴歸分位向量和它應用在非線性迴歸的穩健估計 / 林麗卿;Lin, Li-Ching;陳鄰安;Chen Lin-An
- Symmetric regression quantile and its application to robust estimation for the nonlinear regression model / Chen, LA;Tran, LT;Lin, LC
- 分位估計量(II) / 陳鄰安;CHEN LIN-AN
- 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
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