Regression quantiles and trimmed least squares estimator under a general design

Jana Jurečková

Kybernetika (1984)

  • Volume: 20, Issue: 5, page 345-357
  • ISSN: 0023-5954

How to cite

top

Jurečková, Jana. "Regression quantiles and trimmed least squares estimator under a general design." Kybernetika 20.5 (1984): 345-357. <http://eudml.org/doc/27639>.

@article{Jurečková1984,
author = {Jurečková, Jana},
journal = {Kybernetika},
keywords = {asymmetric distribution; robust estimation; L-estimators; linear model; i.i.d. error terms; Bahadur-type representation of regression quantiles; asymptotic representation; asymptotic distribution of the trimmed least squares estimator},
language = {eng},
number = {5},
pages = {345-357},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Regression quantiles and trimmed least squares estimator under a general design},
url = {http://eudml.org/doc/27639},
volume = {20},
year = {1984},
}

TY - JOUR
AU - Jurečková, Jana
TI - Regression quantiles and trimmed least squares estimator under a general design
JO - Kybernetika
PY - 1984
PB - Institute of Information Theory and Automation AS CR
VL - 20
IS - 5
SP - 345
EP - 357
LA - eng
KW - asymmetric distribution; robust estimation; L-estimators; linear model; i.i.d. error terms; Bahadur-type representation of regression quantiles; asymptotic representation; asymptotic distribution of the trimmed least squares estimator
UR - http://eudml.org/doc/27639
ER -

References

top
  1. R. R. Bahadur, A note on quantiles in large samples, Ann. Math. Statist. 37 (1966), 577-580. (1966) Zbl0147.18805MR0189095
  2. G. Bassett, R. Koenker, An empirical quantile function for linear models with iid errors, J. Amer. Statist. Assoc. 77 (1982), 407-415. (1982) Zbl0493.62047MR0664682
  3. G. Bassett, R. Koenker, Convergence of an empirical distribution function for the linear model, Submitted (1983). (1983) 
  4. P. J. Bickel, On some analogues to linear combinations of order statistics in the linear model, Ann. Statist. / (1973), 597-616. (1973) Zbl0265.62021MR0314206
  5. P. Billingsley, Convergence of Probability Measures, J. Wiley, New York, 1968. (1968) Zbl0172.21201MR0233396
  6. P. J. Huber, Robust Statistics, J. Wiley, New York 1981. (1981) Zbl0536.62025MR0606374
  7. L. A. Jaeckel, Estimating regression coefficients by minimizing the dispersion of the residuals, Ann. Math. Statist. 43 (1972), 1449-1458. (1972) Zbl0277.62049MR0348930
  8. J. Jurečková, Nonparametric estimate of regression coefficients, Ann. Math. Statist. 42 (1971), 1328-1338. (1971) MR0295487
  9. J. Jurečková, Asymptotic independence of rank test statistic for testing symmetry on regression, Sankhya A 33 (1971), 1-18. (1971) MR0321234
  10. J. Jurečková, Asymptotic relations of M-estimates and R-estimates in linear regression model, Ann. Statist. 5 (1977), 464-472. (1977) MR0433698
  11. J. Jurečková, Asymptotic representation of M-estimators of location, Math. Operations-forsch. Statist., Ser. Statistics 11 (1980), 61-73. (1980) MR0606159
  12. J. Jurečková, Robust estimators of location and regression parameters and their second order asymptotic relations, In: Trans. 9th Prague Conf. on Inform. Theory, Statist. Dec. Functions and Random Processes, pp. 19-32. Academia, Praha 1983. (1983) MR0757722
  13. J. Jurečková, Winsorized least-squares estimator and its M-estimator counterpart, Contributions to Statistics: Essays in Honour of Norman L. Johnson (ed. P. K. Sen), pp. 237- 245. North-Holland, Amsterdam 1983. (1983) MR0730464
  14. J. Jurečková, P. K. Sen, On adaptive scale-equivariant M-estimators in linear models, Statistics and Decisions 2, (1984), to appear. (1984) MR0785200
  15. R. Koenker, A note on L-estmates for linear models, Preprint. Bell Laboratories, Murray- Hill (1983). (1983) MR0782652
  16. R. Koenker, G. Bassett, Regression quantiles, Econometrica 46 (1978), 33 - 50. (1978) Zbl0373.62038MR0474644
  17. H. L. Koul, Asymptotic behavior of a class of confidence regions based on ranks in regression, Ann. Math. Statist. 42 (1971), 466-476. (1971) Zbl0215.54204MR0288896
  18. S. Portnoy, Tightness of the sequence of empiric c.d.f. processes defined from regression fractiles, Submitted (1983). (1983) MR0786311
  19. D. Ruppert, R. J. Carroll, Trimmed least-squares estimation in the linear model, J. Amer. Statist. Assoc. 75 (1980), 828-838. (1980) Zbl0459.62055MR0600964

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.