Trimmed mean是否可以經由Winsorized mean改善它的有效性

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
顯示於類別：	畢業論文