Trimmed Least Squares Estimation in the Linear Model
From MaRDI portal
Publication:3909857
DOI10.2307/2287169zbMath0459.62055OpenAlexW4233132267MaRDI QIDQ3909857
David Ruppert, Raymond J. Carroll
Publication date: 1980
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3115
asymptotic behaviorlinear modeltrimmed meanregression quantilepreliminary estimatorregression analogtrimmed least squares estimation
Related Items
Unnamed Item, Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs, Regression Quantile and Averaged Regression Quantile Processes, Event count estimation, ARCH tests and quantile regressions, Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel, Inconsistency transmission and variance reduction in two-stage quantile regression, On L-estimation in linear models, Shrinkage quantile regression for panel data with multiple structural breaks, On the use of \(L\)-functionals in regression models, Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach, Trimmed Statistical Estimation via Variance Reduction, Least sum of squares of trimmed residuals regression, Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change, Robust adaptive filtering based on M-estimation-based minimum error entropy criterion, The asymptotics for studentized K-Step M-Estimators of location, Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data, Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach, Preface, Outliers, inliers and the generalized least trimmed squares estimator in system identification, LAD estimation with random coefficient autocorrelated errors., Asymptotic distribution of regression M-estimators, On estimating conditional quantiles and distribution functions., Unnamed Item, Nonstationary nonlinear quantile regression, Common threshold in quantile regressions with an application to pricing for reputation, On the ‘optimal’ density power divergence tuning parameter, Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior, Quasi-maximum likelihood estimation for conditional quantiles, Analysis of the forward search using some new results for martingales and empirical processes, Combining locally and globally robust estimates for regression, Adaptive quantile regression with precise risk bounds, Regression quantiles for unstable autoregressive models, Flexible \(L\)-estimation in the linear model, Quantile regression for longitudinal data, The quantilogram: with an application to evaluating directional predictability, Local linear quantile estimation for nonstationary time series, Pairwise difference estimators of censored and truncated regression models, Classifying and controlling errors in forecasting using multiple criteria goal programming, Symmetric regression quantile and its application to robust estimation for the nonlinear regression model, The asymptotic behaviour of a class ofL-estimators under long-range dependence, Tests for structural break in quantile regressions, Median estimation through a regression transformation, Local and global robustness of regression estimators, Reweighting approximate GM estimators: Asymptotics and residual-based graphics, A trimmed mean of location of an AR\((\infty)\) stationary process, Risk measures in a quantile regression credibility framework with Fama/French data applications, An interior point algorithm for nonlinear quantile regression, Hierarchical linear regression models for conditional quantiles, Reweighted least trimmed squares: an alternative to one-step estimators, Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression, An algorithm to find all regression quantiles, Statistical inferences based on outliers for gene expression analysis, Adaptive choice of trimming proportion in trimmed least-squares estimation., Local linear spatial quantile regression, Direct use of regression quantiles to construct confidence sets in linear models, A one-step robust estimator for regression based on the weighted likelihood reweighting scheme, Finite-sample distribution of regression quantiles, A comparative study of some robust methods for coefficient-estimation in linear regression, Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo, A random least-trimmed-squares identification algorithm, Comparing time varying regression quantiles under shift invariance, Least absolute error estimation in the presence of serial correlation, Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models, Valuating residential real estate using parametric programming, Peak-insensitive parametric spectrum estimation, Symmetric quantile and symmetric trimmed mean for linear regression model, SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION, Trimmed, Bayesian and admissible estimators, Statistical inference based on robust low-rank data matrix approximation, Pointwise probability reinforcements for robust statistical inference, Restricted regression quantiles, Asymptotic behavior of regression quantiles in non-stationary, dependent cases, Asymptotic normality ofr-estimates in the linear model, Optimization of the local search in the training for SAMANN neural network, Global nonparametric estimation of conditional quantile functions and their derivatives, Leveraged least trimmed absolute deviations, Testing for parameter stability in quantile regression models, On M-methods in growth curve analysis with asymmetric errors, Change-of-variance sensitivities in regression analysis, Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model, A note on L-estimates for linear models, Linear trimmed means for the linear regression with AR(1) errors model, Robust estimation and regression with parametric quantile functions, Quantile regression and its empirical likelihood with missing response at random, On general notions of depth for regression, Local bilinear multiple-output quantile/depth regression, Robust penalized quantile regression estimation for panel data, Linear regression models with slash-elliptical errors, Quadratic mode regression, DELETE-2 AND DELETE-3 JACKKNIFE PROCEDURES FOR UNMASKING IN REGRESSION, Unnamed Item, Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models, Unnamed Item, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series, Sequential estimation in regression models using analogues of trimmed means, Unnamed Item, Trimmed slope estimates for simple linear regression, On the elicitability of range value at risk, Approximate transformation trimmed mean methods to the test of simple linear regression slope equality, On local influence for elliptical linear models, Composite versus model-averaged quantile regression, Optimal tests for autoregressive models based on autoregression rank scores, Semiparametric quantile modelling of hierarchical data, Seeking outlying subsets under star-contoured errors, Empirical regression quantile processes., A comparison of some quick algorithms for robust regression, Glejser's test revisited, Least tail-trimmed squares for infinite variance autoregressions, Statistical inference on heteroscedastic models based on regression quantiles, On the diversity of estimates., Local linear quantile regression with truncated and dependent data, Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting, Tests of linear hypotheses based on regression rank scores, L-estimatton for linear heteroscedastic models, Some aspects of hadamard differentiability on regressionL-estimators, Local influence in multivariate elliptical linear regression models, Least absolute deviations estimation for the censored regression model, Regression quantiles and trimmed least squares estimator in the nonlinear regression model, A p-subset property of \(L_ 1\) and regression quantile estimates, A journey in single steps: robust one-step \(M\)-estimation in linear regression, A note on Levene's tests for equality of variances, Asymptotic relations between L- and M-estimators in the linear model, Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers, Distribution-function-based bivariate quantiles., Jackknife model averaging for quantile regressions, On multivariate quantile regression, On influence diagnostic in univariate elliptical linear regression models