Linear trimmed means for the linear regression with AR(1) errors model
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Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
- Trimmed least squares estimator as best trimmed linear conditional estimator for linear regression model
- The trimmed mean in the linear model
- Trimmed mean and bounded influence estimators for the parameters of the ar(1) process
- Robust type Gauss-Markov theorem and Rao's first order efficiency for the symmetric trimmed mean
Cites work
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
- Efficient Bounded-Influence Regression Estimation
- Estimators for the linear regression model based on Winsorized observations
- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
- scientific article; zbMATH DE number 3940427 (Why is no real title available?)
- scientific article; zbMATH DE number 3967770 (Why is no real title available?)
- scientific article; zbMATH DE number 4030581 (Why is no real title available?)
- scientific article; zbMATH DE number 1052814 (Why is no real title available?)
- scientific article; zbMATH DE number 1416392 (Why is no real title available?)
- IV.—On Least Squares and Linear Combination of Observations
- L-Estimation for Linear Models
- Mallows-Type Bounded-Influence-Regression Trimmed Means
- On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
- Regression Quantiles
- Some Flexible Estimates of Location
- Some New Estimation Methods for Weighted Regression When There Are Possible Outliers
- Symmetric quantile and symmetric trimmed mean for linear regression model
- Symmetric quantiles and their applications
- The trimmed mean in the linear model
- Trimmed Least Squares Estimation in the Linear Model
- Trimmed mean and bounded influence estimators for the parameters of the ar(1) process
Cited in
(16)- Realization of the three-qubit quantum controlled gate based on matching Hermitian generators
- Quantum circuit synthesis using a new quantum logic gate library of NCV quantum gates
- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
- The trimmed mean in the linear model
- Robust type Gauss-Markov theorem and Rao's first order efficiency for the symmetric trimmed mean
- Cost-efficient design of a quantum multiplier-accumulator unit
- Considering nearest neighbor constraints of quantum circuits at the reversible circuit level
- Multi-qubit non-adiabatic holonomic controlled quantum gates in decoherence-free subspaces
- Quantum computation and entangled state generation via long-range off-resonant Raman coupling
- Generalized and feasible generalized median estimators for the linear regression with AR(1) error model
- Trimmed mean and bounded influence estimators for the parameters of the ar(1) process
- Trimmed least squares estimator as best trimmed linear conditional estimator for linear regression model
- Radix-independent, efficient arrays for multi-level \(n\)-qudit quantum and reversible computation
- Local random quantum circuits are approximate polynomial-designs
- Realization of commonly used quantum gates using perturbed harmonic oscillator
- Realization of quantum gates based on three-dimensional harmonic oscillator in a time-varying electromagnetic field
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