التفاصيل البيبلوغرافية
| العنوان: |
Strong convergence rate of the least median absolute estimator in linear regression models. |
| المؤلفون: |
Ip, W. C., Ying Yang, Kwan, P. Y. K., Kwan, Y. K. |
| المصدر: |
Statistical Papers. Apr2003, Vol. 44 Issue 2, p183. 19p. |
| مصطلحات موضوعية: |
*REGRESSION analysis, LEAST absolute deviations (Statistics), MEDIAN (Mathematics) |
| مستخلص: |
We propose a least median of absolute (LMA) estimator for a linear regression model, based on minimizing the median absolute deviation of the residuals. Under some regularity conditions on the design points and disturbances, the strong convergence rate of the LMA estimator is established. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
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