𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal, robust R-estimators and test statistics in the linear model

✍ Scribed by Yu Wang; Douglas Wiens


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
597 KB
Volume
14
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


[Wiley Series in Probability and Statist
✍ Maronna, Ricardo A.; Martin, R. Douglas; Yohai, Víctor J. πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley & Sons, Ltd 🌐 English βš– 307 KB πŸ‘ 3 views

Robust Statistics Sets Out To Explain The Use Of Robust Methods And Their Theoretical Justification. It Provides An Up-to-date Overview Of The Theory And Practical Application Of Robust Statistical Methods In Regression, Multivariate Analysis, Generalized Linear Models And Time Series. Robust Statis

Efficiency and Robustness of a Resamplin
✍ Feifang Hu πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 156 KB

In the literature, there are basically two kinds of resampling methods for least squares estimation in linear models; the E-type (the efficient ones like the classical bootstrap), which is more efficient when error variables are homogeneous, and the R-type (the robust ones like the jackknife), which

Estimating and Testing Linear Hypotheses
✍ Kullback, S. πŸ“‚ Article πŸ“… 1973 πŸ› Wiley (John Wiley & Sons) βš– 790 KB

It is a consequence of the minimum discrimination information theorem, that minimum discrimination information distributions are formulated as members of an exponential family (CAMPBELL, 1970; KULLBACK, 1959). For applications to the analysis of contingency tables i t is useful to express the expone