메뉴 건너뛰기




Volumn 75, Issue 372, 1980, Pages 828-838

Trimmed least squares estimation in the linear model

Author keywords

Linear model; Preliminary estimator; Regression analog; Regression quantile; Trimmed least squares; Trimmed mean

Indexed keywords


EID: 84909762139     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1980.10477560     Document Type: Article
Times cited : (317)

References (23)
  • 1
    • 0016128052 scopus 로고
    • A Robust Method for Multiple Linear Regression
    • Andrews, D.F. (1974), “A Robust Method for Multiple Linear Regression,” Technometrics, 16, 523–531.
    • (1974) Technometrics , vol.16 , pp. 523-531
    • Andrews, D.F.1
  • 3
    • 0000177625 scopus 로고
    • A Note on Quantiles in Large Samples
    • Bahadur, R.R. (1966), “A Note on Quantiles in Large Samples,” Annals of Mathematical Statistics, 37, 577–580.
    • (1966) Annals of Mathematical Statistics , vol.37 , pp. 577-580
    • Bahadur, R.R.1
  • 4
    • 0011094697 scopus 로고
    • On Some Analogues to Linear Combinations of Order Statistics in the Linear Model
    • Bickel, Peter J. (1973), “On Some Analogues to Linear Combinations of Order Statistics in the Linear Model,” Annals of Statistics, 1, 597–616.
    • (1973) Annals of Statistics , vol.1 , pp. 597-616
    • Bickel, P.J.1
  • 8
    • 0001178768 scopus 로고
    • On Estimating Variances of Robust Estimators When the Errors Are Asymmetric
    • Carroll, Raymond J. (1979), “On Estimating Variances of Robust Estimators When the Errors Are Asymmetric,” Journal of the American Statistical Association, 74, 674–679.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 674-679
    • Carroll, R.J.1
  • 9
    • 84910391016 scopus 로고
    • Almost Sure Properties of Robust Regression Estimates
    • University of North Carolina at Chapel Hill, Dept. of Statistics
    • Carroll, Raymond J., and Ruppert, David (1979), “Almost Sure Properties of Robust Regression Estimates,” Institute of Statistics Mimeo Series, No. 1240, University of North Carolina at Chapel Hill, Dept. of Statistics.
    • (1979) Institute of Statistics Mimeo Series, No. 1240
    • Carroll, R.J.1    Ruppert, D.2
  • 10
    • 17044412874 scopus 로고
    • An Asymptotic Representation of Trimmed Means With Applications
    • deWet, T., and Venter, J.H. (1974), “An Asymptotic Representation of Trimmed Means With Applications,” South African Statistics Journal, 8, 127–134.
    • (1974) South African Statistics Journal , vol.8 , pp. 127-134
    • DeWet, T.1    Venter, J.H.2
  • 11
    • 0000538713 scopus 로고
    • A New Proof of the Bahadur Representation of Quantiles and an Application
    • Ghosh, J.K. (1971), “A New Proof of the Bahadur Representation of Quantiles and an Application,” Annals of Mathematical Statistics, 42, 1957–1961.
    • (1971) Annals of Mathematical Statistics , vol.42 , pp. 1957-1961
    • Ghosh, J.K.1
  • 12
    • 0015725594 scopus 로고
    • A Monte-Carlo Swindle for Estimators of Location
    • Gross, Alan M. (1973), “A Monte-Carlo Swindle for Estimators of Location,” Applied Statistics, 22, 347–356.
    • (1973) Applied Statistics , vol.22 , pp. 347-356
    • Gross, A.M.1
  • 13
    • 0000101896 scopus 로고
    • Confidence Interval Robustness With Long-Tailed Symmetric Distributions
    • —— (1976), “Confidence Interval Robustness With Long-Tailed Symmetric Distributions,” Journal of the American Statistical Association, 71, 409–416.
    • (1976) Journal of the American Statistical Association , vol.71 , pp. 409-416
    • Gross, A.M.1
  • 14
    • 84950662523 scopus 로고
    • Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Application and Theory
    • Hogg, Robert V. (1974), “Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Application and Theory,” Journal of the American Statistical Association, 69, 909–927.
    • (1974) Journal of the American Statistical Association , vol.69 , pp. 909-927
    • Hogg, R.V.1
  • 15
    • 0038102715 scopus 로고
    • Studentizing Robust Estimates
    • M.L. Puri, Cambridge, England: Cambridge University Press
    • Huber, Peter J. (1970), “Studentizing Robust Estimates,” in Nonparametric Techniques in Statistical Inference, ed. M.L. Puri, Cambridge, England: Cambridge University Press, 453–463.
    • (1970) Nonparametric Techniques in Statistical Inference , pp. 453-463
    • Huber, P.J.1
  • 16
    • 0003531918 scopus 로고
    • Philadelphia, Pa.: Society for Industrial and Applied Mathematics
    • —— (1977), Robust Statistical Procedures, Philadelphia, Pa.: Society for Industrial and Applied Mathematics.
    • (1977) Robust Statistical Procedures
    • Huber, P.J.1
  • 17
    • 0001577151 scopus 로고
    • Robust Estimates of Location: Symmetry and Asymmetric Contamination
    • Jaeckel, Louis A. (1971), “Robust Estimates of Location: Symmetry and Asymmetric Contamination,” Annals of Mathematical Statistics, 42, 1020–1034.
    • (1971) Annals of Mathematical Statistics , vol.42 , pp. 1020-1034
    • Jaeckel, L.A.1
  • 18
    • 0001083309 scopus 로고
    • Asymptotic Relations of M-Estimates and R-Estimates in Linear Regression Model
    • Jurecková, Jana (1977), “Asymptotic Relations of M-Estimates and R-Estimates in Linear Regression Model,” Annals of Statistics, 5, 464–472.
    • (1977) Annals of Statistics , vol.5 , pp. 464-472
    • Jurecková, J.1
  • 19
    • 0000273843 scopus 로고
    • Regression Quantiles
    • Koenker, Roger, and Bassett, Gilbert, Jr. (1978), “Regression Quantiles,” Econometrica, 46, 33–50.
    • (1978) Econometrica , vol.46 , pp. 33-50
    • Koenker, R.1    Bassett, G.2
  • 21
    • 84933245004 scopus 로고
    • Robust Regression by Trimmed Least Squares Estimation
    • University of North Carolina at Chapel Hill, Dept. of Statistics
    • Ruppert, David, and Carroll, Raymond J. (1978), “Robust Regression by Trimmed Least Squares Estimation, Institute of Statistics Mimeo Series, No. 1186, University of North Carolina at Chapel Hill, Dept. of Statistics.
    • (1978) Institute of Statistics Mimeo Series, No. 1186
    • Ruppert, D.1    Carroll, R.J.2
  • 22
    • 84950625757 scopus 로고
    • Simon Newcomb, Percy Daniell, and the History of Robust Estimation 1885–1920
    • Stigler, Stephen M. (1973), “Simon Newcomb, Percy Daniell, and the History of Robust Estimation 1885–1920,” Journal of the American Statistical Association, 68, 872–879.
    • (1973) Journal of the American Statistical Association , vol.68 , pp. 872-879
    • Stigler, S.M.1
  • 23
    • 0001390053 scopus 로고
    • Do Robust Estimators Work With Real Data?
    • —— (1977), “Do Robust Estimators Work With Real Data?” Annals of Statistics, 5, 1055–1098.
    • (1977) Annals of Statistics , vol.5 , pp. 1055-1098
    • Stigler, S.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.