A Robust Alternative to the Schemper–Henderson Estimator of Prediction Error
✍ Scribed by Matthias Schmid; Thomas Hielscher; Thomas Augustin; Olaf Gefeller
- Book ID
- 109224397
- Publisher
- John Wiley and Sons
- Year
- 2010
- Tongue
- English
- Weight
- 341 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0006-341X
No coin nor oath required. For personal study only.
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This paper concerns the minimum sum of absolute errors regression. It is a more robust alternative to the popular least squares regression whenever there are outliers in the values of the response variable, or the errors follow a long tailed distribution, or the loss function is proportional to the
have suggested an alternative to ratio estimator. Its eciency relative to usual unbiased estimator, ratio estimator and product estimator based on simple random sampling without replacement (SRSWOR) is studied under a super population model with uncorrelated error and a gamma distributed auxiliary c