A COMPARISON BETWEEN TWO ROBUST REGRESSION ESTIMATORS BY MEANS OF ROBUST COVARIANCES

作     者：MA JIANGHONG, WEI GUANGSHENG AND WANG KANMIN 

作者机构：Science College Xian Jiaotong University Xian 

出 版 物：《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报（英文版）（B辑）)

年 卷 期：1998年第13卷第2期

页      面：207-214页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Robust regression fitted-value influence robust covariance 

摘      要：Abstract 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 fitted value influence and variance components are compared by means of robust covariances.