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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Mohammed Kadi Attouch, Tawfik Benchikh (2012)
Matematički Vesnik
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Libor Mašíček (2004)
Kybernetika
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The present paper deals with least weighted squares estimator which is a robust estimator and it generalizes classical least trimmed squares. We will prove -consistency and asymptotic normality for any sequence of roots of normal equation for location model. The influence function for general case is calculated. Finally optimality of this estimator is discussed and formula for most B-robust and most V-robust weights is derived.
Jiří Anděl, Manuel Garrido Perez, Antonio Insua Negrao (1981)
Kybernetika
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