Some contributions to M-estimation in linear models

被引:5
作者
Zhao, LC [1 ]
机构
[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China
关键词
linear models; M-estimation; least absolute deviations (LAD) estimation; analysis of variance; asymptotics;
D O I
10.1016/S0378-3758(00)00078-1
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
In this paper, we briefly survey some contributions to asymptotic theory on M-estimation in a linear model as well as on the relevant test criteria in ANOVA. (C) 2000 Elsevier Science B.V. All rights reserved. MSG: 62J05; 62F12; 62F05.
引用
收藏
页码:189 / 203
页数:15
相关论文
共 47 条
[11]  
CHEN X., 1996, M-methods in Linear Model
[12]  
Chen Xiru, 1995, Systems Science and Mathematical Science, V8, P82
[13]  
CHEN XR, 1990, SCI CHINA SER A, V33, P1311
[14]  
CHEN XR, 1994, SCI CHINA SER A, V37, P162
[15]  
CHEN XR, 1993, STAT SINICA, V3, P9
[16]   STRONG CONSISTENCY OF M-ESTIMATES IN LINEAR-MODELS [J].
CHEN, XR ;
WU, YH .
JOURNAL OF MULTIVARIATE ANALYSIS, 1988, 27 (01) :116-130
[17]  
CHEN XR, 1992, PITMAN RES NOTES MAT, V258
[18]  
CHEN XR, 1995, SANKHYA A, V57, P384
[19]  
CHEN XR, 1979, SCI SINICA, V22, P162
[20]   WEAK AND STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATORS IN REGRESSION MODELS [J].
DRYGAS, H .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1976, 34 (02) :119-127