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A finite–sample minimax regression estimator

 

作者: Helmut Rieder,  

 

期刊: Statistics  （Taylor Available online 1989）
卷期: Volume 20, issue 2  

页码: 211-221

 

ISSN:0233-1888

 

年代: 1989

 

DOI:10.1080/02331888908802162

 

出版商: Akademie-Verlag

 

关键词: 62F35;62J05;62C20;Minimax interval estimator;One–parameter regression through the origin;errors–in–variables;error–free–variables;e–contamination;total variation;contamination curves;least favorable pairs

 

数据来源: Taylor

 

摘要:

For the model of simple linear regression through the origin and unconditional neighborhoods (errors–in–variables) as well as conditional neighborhoods (error–free–variables) of theL1–type, an estimator of the slope of the regression line is derived which, among all estimators, is minimax at finite sample size and extends Huber's (1964) robust interval estimator of location

 

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