| A COMPARISON BETWEEN TWO ROBUST REGRESSION ESTIMATORS BY MEANS OF ROBUST COVARIANCES |
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| 引用本文： | MAJIANGHONG WEIGUANGSHENG WANGKANMIN. A COMPARISON BETWEEN TWO ROBUST REGRESSION ESTIMATORS BY MEANS OF ROBUST COVARIANCES[J]. 高校应用数学学报(英文版), 1998, 13(2): 207-214. DOI: 10.1007/s11766-998-0042-2 |
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| 作者姓名： | MAJIANGHONG WEIGUANGSHENG WANGKANMIN |
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| 作者单位： | XianHighwayUniversity,Xian710064 |
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| 摘 要： | Two classes of Mallows GM-estimators with invariance are considered in the stochastic linear regression model. Some of their asymptotic properties are described, and the fittedvalue influence and variance components are compared by means of robust covariances,
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| 关 键 词： | GM-估计 统计线性回归模型 渐进性质 强协方差 |
| 收稿时间： | 1996-10-14 |
A comparison between two robust regression estimators by means of robust covariances |
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| Ma Jianghong,Wei Guangsheng,Wang Kanmin. A comparison between two robust regression estimators by means of robust covariances[J]. Applied Mathematics A Journal of Chinese Universities, 1998, 13(2): 207-214. DOI: 10.1007/s11766-998-0042-2 |
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| Authors: | Ma Jianghong Wei Guangsheng Wang Kanmin |
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| Affiliation: | (1) Science College, Xian Jiaotong University, 710049 Xian;(2) Present address: Xian Highway University, 710064 Xian |
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| Abstract: | Two classes of Mallows GM-estimators with invariance are considered in the stochas-tic linear regression model. Some of their asymptotic properties are described, and the fitted-value influence and variance components are compared by means of robust covariances. Supported by Youth Science Foundation of Xian Highway University. |
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| Keywords: | Robust regression fitted-value influence robust covariance |
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