An Exact, Unified Distributional Characterization of Statistics Used to Test Linear Hypotheses in Simple Regression Models
نویسندگان
چکیده
منابع مشابه
An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints
The least-trimmed squares estimation (LTS) is a robust solution for regression problems. On the one hand, it can achieve any given breakdown value by setting a proper trimming fraction. On the other hand, it has √ n-consistency and asymptotic normality under some conditions. In addition, the LTS estimator is regression, scale, and a6ne equivariant. In practical regression problems, we often nee...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1612500