Computation of certain minimum L2-distance type estimators under the linear model
Titel:
Computation of certain minimum L2-distance type estimators under the linear model
Auteur:
Dhar, Sunil K.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 21 (1992) nr. 1 pagina's 203-220
Jaar:
1992
Inhoud:
Let {(xi:, Yi:), i = 1, …, n) be the observed data, where xi:is a real vector of length k and 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 the k-dimensional slope parameters under the multiple linear
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