응용통계연구 (The Korean Journal of Applied Statistics)

  • 제7권2호
  • /
  • Pages.173-182
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  • 1994
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

절사가 주어질때 회귀기울기의 점근적 최량 L-추정법

Asymptotically Efficient L-Estimation for Regression Slope When Trimming is Given

  • Sang Moon Han (Department of Computer Science and Statistics, Seoul City University, 90 Jeonnong Dong, Dongdeamoon ku, Seoul, Korea)
  • 발행 : 1994.09.01
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초록

Han(1993)의 임의의 오차분포하에서 회귀모형에의 기울기 추정법을 응용하여 회귀분위선(regression quantile)에 의해 적당한 상.하위절사가 주어질 때 점근적으로 최량의 회귀모형에서의 기울기 추정량을 구성할 수 있음을 보였다.

By applying slope estimator under the arbitrary error distributions proposed by Han(1993), if we define regression quantiles to give upper and lower trimming part and blocks of data, we show the proposed slope estimator has asymptotically efficient slope estimator when the number of regression quantiles to from blocks of data goes to sufficiently large.

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참고문헌

  1. Robust Estimates of Location; Survey and Advances Andrews,D.F.;Bickel,P.J.;Hampel,F.R.;Huber,P.J.;Rogers,W.H.;Tuckey,J.W.
  2. The Korean Journal of Applied Statistics v.6 Adaptive L-Estimation For Regression Slope under Asymmetric Error Distributions Han,S.M.
  3. Journal of the American Statistical Association v.69 Nonparametric Estimation of Location Johns,M.V.
  4. Econometrica v.46 Regression Quantiles Koenker,R.;Bassett,G.
  5. Annals of Mathematical Statistics v.29 Linear estimation from censored data Plackeet,R.L.
  6. Institute of Statistics Mimeo Series Robust regression by trimmed least squares estimation Ruppert,D.;Carroll,R.J.
  7. Journal of the American Statistical Association v.75 Trimmed least squares estimation in the linear model Ruppert,D.;Carroll,R.J.
  8. Annals of Statistics v.3 An asymptotically efficient sequence of estimators of a location parameter Sacks,J.