THE OPTIMAL LP-NORM ESTIMATOR IN LINEAR-REGRESSION MODELS

被引：23

作者：

NYQUIST, H

机构：

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1983年 / 12卷 / 21期

关键词：

D O I：

10.1080/03610928308828618

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

页码：2511 / 2524

页数：14

共 12 条

[1] ASYMPTOTIC THEORY OF LEAST ABSOLUTE ERROR REGRESSION [J].

BASSETT, G ;

KOENKER, R .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1978, 73 (363) :618-622

[2] REGRESSION WITH NON-GAUSSIAN STABLE DISTURBANCES - SOME SAMPLING RESULTS [J].

BLATTBERG, R ;

SARGENT, T .

ECONOMETRICA, 1971, 39 (03) :501-+

[3]

EKBLOM H, 1974, THESIS U LUND SWEDEN

[4] NONUNIQUENESS OF LEAST ABSOLUTE VALUES REGRESSION [J].

HARTER, HL .

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1977, 6 (09) :829-838

[5]

HARVEY AC, 1976, UNBIASEDNESS LP NORM

[6] 1972 WALD MEMORIAL LECTURES - ROBUST REGRESSION - ASYMPTOTICS, CONJECTURES AND MONTE-CARLO [J].

HUBER, PJ .

ANNALS OF STATISTICS, 1973, 1 (05) :799-821

[7]

Huber PJ., 1981, ROBUST STATISTICS

[8] THE LINEAR-REGRESSION MODEL - LP NORM ESTIMATION AND THE CHOICE OF P [J].

MONEY, AH ;

AFFLECKGRAVES, JF ;

HART, ML ;

BARR, GDI .

COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1982, 11 (01) :89-109

[9]

NYQUIST H, 1980, THESIS U UMEA SWEDEN

[10]

RONNER AE, 1977, THESIS RIJKSUNIVERSI

← 1 2 →