Generalized and pseudo-generalized trimmed means for the linear regression with AR(l) error model

Title:	Generalized and pseudo-generalized trimmed means for the linear regression with AR(l) error model
Authors:	Lai, YH Thompson, P Chen, LA 統計學研究所 Institute of Statistics
Keywords:	generalized estimation;linear regression;trimmed mean
Issue Date:	15-Apr-2004
Abstract:	We propose a generalized and pseudo-generalized trimmed means for the linear regression with AR(1) errors model. These will play the role of robust-type generalized and pseudo-generalized estimators for this regression model. Their asymptotic distributions are developed. (C) 2003 Elsevier B.V. All rights reserved.
URI:	http://dx.doi.org/10.1016/j.spl.2003.08.003 http://hdl.handle.net/11536/26875
ISSN:	0167-7152
DOI:	10.1016/j.spl.2003.08.003
Journal:	STATISTICS & PROBABILITY LETTERS
Volume:	67
Issue:	3
Begin Page:	203
End Page:	211
Appears in Collections:	Articles

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