SIMPLE METHOD FOR ROBUST REGRESSION

被引:55
作者
HINICH, MJ
TALWAR, PP
机构
[1] VIRGINIA POLYTECH INST & STATE UNIV,DEPT ECON,BLACKSBURG,VA 24061
[2] IOWA STATE UNIV,DEPT STATISTICS,AMES,IA 50010
关键词
D O I
10.2307/2285386
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:113 / 119
页数:7
相关论文
共 15 条
[11]  
Levy H., 1972, INVESTMENT PORTFOLIO
[12]   THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].
MANDELBROT, B .
JOURNAL OF BUSINESS, 1963, 36 (04) :394-419
[13]  
RAO CR, 1967, LINEAR STATISTICAL I
[14]   ASYMPTOTIC NORMALITY OF SAMPLE QUANTILES FOR M-DEPENDENT PROCESSES [J].
SEN, PK .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (05) :1724-&
[15]  
TALWAR P, 1974, THESIS CARNEGIE MELL