Adaptive choice of trimming proportion in trimmed least-squares estimation.

DOI10.1016/S0167-7152(96)00145-9zbMath1064.62540MaRDI QIDQ1380584

Yadolah Dodge, Jana Jureckova

Publication date: 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Regression quantile; Regression rank scores; Trimmed least squares estimator; Trimmed mean

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Uses Software

• AS 229

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large sample properties of Jaeckel's adaptive trimmed mean
• Regression rank scores and regression quantiles
• Adaptive choice of trimming proportions
• Tests of linear hypotheses based on regression rank scores
• Asymptotic normality ofr-estimates in the linear model
• Mallows-Type Bounded-Influence-Regression Trimmed Means
• Trimmed Least Squares Estimation in the Linear Model
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• An effective method for computing regression quantiles
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Regression Quantiles
• Selection of Trimming Proportions for Robust Adaptive Trimmed Means
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Robust Estimation of a Location Parameter
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Nonparametric Estimate of Regression Coefficients
• More Light on the Kurtosis and Related Statistics
• An Adaptive Procedure for Selecting the Population with Largest Location Parameter
• Robust Statistics