Large adaptive estimation in linear regression model. I. Consistency
Jan Ámos Víšek (1992)
Kybernetika
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Jan Ámos Víšek (1992)
Kybernetika
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Tadeusz Bednarski, Brenton R. Clarke, Daniel Schubert (2010)
Discussiones Mathematicae Probability and Statistics
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In this paper we derive an asymptotic normality result for an adaptive trimmed likelihood estimator of regression starting from initial high breakdownpoint robust regression estimates. The approach leads to quickly and easily computed robust and efficient estimates for regression. A highlight of the method is that it tends automatically in one algorithm to expose the outliers and give least squares estimates with the outliers removed. The idea is to begin with a rapidly computed consistent...
TomĂĄĹĄ Jurczyk (2011)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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From the practical point of view the regression analysis and its Least Squares method is clearly one of the most used techniques of statistics. Unfortunately, if there is some problem present in the data (for example contamination), classical methods are not longer suitable. A lot of methods have been proposed to overcome these problematic situations. In this contribution we focus on special kind of methods based on trimming. There exist several approaches which use trimming off part...
Petr Volf (1988)
Kybernetika
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Friedrich Liese, Ingo Steinke (2001)
Kybernetika
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Local polynomials are used to construct estimators for the value of the regression function and the values of the derivatives in a general class of nonparametric regression models. The covariables are allowed to be random or non-random. Only asymptotic conditions on the average distribution of the covariables are used as smoothness of the experimental design. This smoothness condition is discussed in detail. The optimal stochastic rate of convergence of the estimators is established....