| Title:
|
Regression quantiles and trimmed least squares estimator under a general design (English) |
| Author:
|
Jurečková, Jana |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
20 |
| Issue:
|
5 |
| Year:
|
1984 |
| Pages:
|
345-357 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62E20 |
| MSC:
|
62F12 |
| MSC:
|
62F35 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 0561.62027 |
| idMR:
|
MR776325 |
| . |
| Date available:
|
2009-09-24T17:42:29Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124484 |
| . |
| Reference:
|
[1] R. R. Bahadur: A note on quantiles in large samples.Ann. Math. Statist. 37 (1966), 577-580. Zbl 0147.18805, MR 0189095 |
| Reference:
|
[2] G. Bassett, R. Koenker: An empirical quantile function for linear models with iid errors.J. Amer. Statist. Assoc. 77 (1982), 407-415. Zbl 0493.62047, MR 0664682 |
| Reference:
|
[3] G. Bassett, R. Koenker: Convergence of an empirical distribution function for the linear model.Submitted (1983). |
| Reference:
|
[4] P. J. Bickel: On some analogues to linear combinations of order statistics in the linear model.Ann. Statist. / (1973), 597-616. Zbl 0265.62021, MR 0314206 |
| Reference:
|
[5] P. Billingsley: Convergence of Probability Measures.J. Wiley, New York, 1968. Zbl 0172.21201, MR 0233396 |
| Reference:
|
[6] P. J. Huber: Robust Statistics.J. Wiley, New York 1981. Zbl 0536.62025, MR 0606374 |
| Reference:
|
[7] L. A. Jaeckel: Estimating regression coefficients by minimizing the dispersion of the residuals.Ann. Math. Statist. 43 (1972), 1449-1458. Zbl 0277.62049, MR 0348930 |
| Reference:
|
[8] J. Jurečková: Nonparametric estimate of regression coefficients.Ann. Math. Statist. 42 (1971), 1328-1338. MR 0295487 |
| Reference:
|
[9] J. Jurečková: Asymptotic independence of rank test statistic for testing symmetry on regression.Sankhya A 33 (1971), 1-18. MR 0321234 |
| Reference:
|
[10] J. Jurečková: Asymptotic relations of M-estimates and R-estimates in linear regression model.Ann. Statist. 5 (1977), 464-472. MR 0433698 |
| Reference:
|
[11] J. Jurečková: Asymptotic representation of M-estimators of location.Math. Operations-forsch. Statist., Ser. Statistics 11 (1980), 61-73. MR 0606159 |
| Reference:
|
[12] J. Jurečková: Robust estimators of location and regression parameters and their second order asymptotic relations.In: Trans. 9th Prague Conf. on Inform. Theory, Statist. Dec. Functions and Random Processes, pp. 19-32. Academia, Praha 1983. MR 0757722 |
| Reference:
|
[13] J. Jurečková: Winsorized least-squares estimator and its M-estimator counterpart.Contributions to Statistics: Essays in Honour of Norman L. Johnson (ed. P. K. Sen), pp. 237- 245. North-Holland, Amsterdam 1983. MR 0730464 |
| Reference:
|
[14] J. Jurečková, P. K. Sen: On adaptive scale-equivariant M-estimators in linear models.Statistics and Decisions 2, (1984), to appear. MR 0785200 |
| Reference:
|
[15] R. Koenker: A note on L-estmates for linear models.Preprint. Bell Laboratories, Murray- Hill (1983). MR 0782652 |
| Reference:
|
[16] R. Koenker, G. Bassett: Regression quantiles.Econometrica 46 (1978), 33 - 50. Zbl 0373.62038, MR 0474644 |
| Reference:
|
[17] H. L. Koul: Asymptotic behavior of a class of confidence regions based on ranks in regression.Ann. Math. Statist. 42 (1971), 466-476. Zbl 0215.54204, MR 0288896 |
| Reference:
|
[18] S. Portnoy: Tightness of the sequence of empiric c.d.f. processes defined from regression fractiles.Submitted (1983). MR 0786311 |
| Reference:
|
[19] D. Ruppert, R. J. Carroll: Trimmed least-squares estimation in the linear model.J. Amer. Statist. Assoc. 75 (1980), 828-838. Zbl 0459.62055, MR 0600964 |
| . |
