Regression Analysis Based on the Signs of the Residuals
โ Scribed by Dana Quade
- Book ID
- 125210846
- Publisher
- American Statistical Association
- Year
- 1979
- Tongue
- English
- Weight
- 1002 KB
- Volume
- 74
- Category
- Article
- ISSN
- 0162-1459
- DOI
- 10.2307/2286345
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๐ SIMILAR VOLUMES
A reasonable approach to robust regression estimation is minimizing a robust scale estimator of the pairwise differences of residuals. We introduce a large class of estimators based on this strategy extending ideas of Yohai and Zamar (Am. Statist. (1993) 1824-1842) and Croux et al. (J. Am. Statist.
Let {Xt} be the stationary AR(p) process satisfying the difference equation Xt = ~lXt-i +... + ~pXt-p + ~t, where {~t} is a sequence of lid random variables with mean zero and finite variance. Motivated by a goodness of fit test on the true errors {~t}, we are led to study the asymptotic behavior of