Robust estimation of common regression coefficients under spherical symmetry
โ Scribed by T. Kubokawa; C. Robert; A. K. Md. E. Saleh
- Publisher
- Springer Japan
- Year
- 1991
- Tongue
- English
- Weight
- 555 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The problem of estimating the common regression coefficients is addressed in this paper for two regression equations with possibly different error variances. The feasible generalized least squares (FGLS) estimators have been believed to be admissible within the class of unbiased estimators. It is, n
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.
In this paper properties of an estimator of the population mean on current occasion under successive sampling scheme, when various weights (9h.s) and regression coefficients (BA.h-1) are estimated for A ~2 , have been studied. Some empirical results on the estimation of the variance of an unbiased e