Two-stage Welsh's trimmed mean for the simultaneous equations model
| dc.citation.epage | 492 | en_US |
| dc.citation.issue | 4 | en_US |
| dc.citation.spage | 481 | en_US |
| dc.citation.volume | 43 | en_US |
| dc.citation.woscount | 0 | |
| dc.contributor.author | Chen, LA | en_US |
| dc.contributor.author | Liang, KY | en_US |
| dc.contributor.author | Liu, CC | en_US |
| dc.contributor.department | 統計學研究所 | zh_TW |
| dc.contributor.department | Institute of Statistics | en_US |
| dc.date.accessioned | 2014-12-08T15:43:11Z | |
| dc.date.available | 2014-12-08T15:43:11Z | |
| dc.date.issued | 2001-12-01 | en_US |
| dc.description.abstract | This paper discusses the large sample theory of the two-stage Welsh's trimmed mean for the limited information simultaneous equations model. Besides having asymptotic normality, this trimmed mean, as the two-stage least squares estimator, is a generalized least squares estimator. It also acts as a robust Aitken estimator for the simultaneous equations model. Examples illustrate real data analysis and large sample inferences based on this trimmed mean. | en_US |
| dc.identifier.issn | 1369-1473 | en_US |
| dc.identifier.journal | AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | en_US |
| dc.identifier.uri | https://ir.lib.nycu.edu.tw/handle/11536/29228 | |
| dc.identifier.wosnumber | WOS:000172499200010 | |
| dc.language.iso | en_US | en_US |
| dc.subject | Aitken estimator | en_US |
| dc.subject | generalized least squares estimator | en_US |
| dc.subject | simultaneous equations model | en_US |
| dc.subject | trimmed mean | en_US |
| dc.title | Two-stage Welsh's trimmed mean for the simultaneous equations model | en_US |
| dc.type | Article | en_US |