EFFECTS OF THE STARTING VALUE AND STOPPING RULE ON ROBUST ESTIMATES OBTAINED BY ITERATED WEIGHTED LEAST-SQUARES

被引：3

作者：

BIRCH, JB

机构：

来源：

COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION | 1980年 / 9卷 / 02期

关键词：

D O I：

10.1080/03610918008812144

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：141 / 154

页数：14

共 9 条

[1]

[Anonymous], 1972, ROBUST ESTIMATES LOC

[2]

BIRCH JB, 1977, THESIS U WASHINGTON

[3]

BIRCH JN, UNPUBLISHED

[4] ROBUST ESTIMATION OF THE 1ST-ORDER AUTOREGRESSIVE PARAMETER [J].

DENBY, L ;

MARTIN, RD .

[5] CONFIDENCE-INTERVALS FOR BISQUARE REGRESSION ESTIMATES [J].

GROSS, AM .

[6] ROBUST REGRESSION USING ITERATIVELY RE-WEIGHTED LEAST-SQUARES [J].

HOLLAND, PW ;

WELSCH, RE .

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1977, 6 (09) :813-827

[7] ROBUST ESTIMATION OF LOCATION PARAMETER [J].

HUBER, PJ .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01) :73-&

RAMSAY, JO .

[9] MONTE-CARLO STUDY OF ROBUST ESTIMATORS OF LOCATION [J].

WEGMAN, EJ ;

CARROLL, RJ .

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1977, 6 (09) :795-812