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Computation of certain minimum L2–distance type estimators under the linear model

 

作者: Sunil K. Dhar,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1992)
卷期: Volume 21, issue 1  

页码: 203-220

 

ISSN:0361-0918

 

年代: 1992

 

DOI:10.1080/03610919208813015

 

出版商: Marcel Dekker, Inc.

 

关键词: Least squares;M. estimators

 

数据来源: Taylor

 

摘要:

Let {(xi:, Yi:), i = 1, …, n) be the observed data, where xi:is a real vector of lengthkand Yi:, i = 1, …, n a sequence of random variables (r.v.'s). The minimum distance (M.D.) estimators considered here are obtained by minimizing with respect to t the integral dH(y) of the R2norm of the following functionals A-½n[d]i=1:xi:{IYi:-xi:t[d]y] -I[-Yi+ xi:t[d]y]} and A1:½n[d]i=1::(xi:- x)I[Yiy + xit], where A and Al:are matricies such that the inverse of their square root exists. The existence of some of these estimators of thek-dimensional slope parameters under the multiple linear

 

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