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M, R and Some Scale Estimators

  • Hira L. Koul
Part of the Lecture Notes in Statistics book series (LNS, volume 166)

Abstract

In the last four decades statistics has seen the emergence and consolidation of many competitors of the Least Square estimator of β of (1.1.1). The most prominent are the so-called M- and R- estimators. The class of M-estimators was introduced by Huber (1973) and its computational aspects and some robustness properties are available in Huber (1981). The class of R-estimators is based on the ideas of Hodges and Lehmann (1963) and has been developed by Adichie (1967), Jurečková (1971) and Jaeckel (1972).

Keywords

Linear Regression Model Asymptotic Distribution Asymptotic Normality Window Width Bootstrap Approximation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Hira L. Koul
    • 1
  1. 1.Department of Statistics and ProbabilityMichigan State UniversityEast LansingUSA

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