Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model

We propose a generalized and pseudo-generalized trimmed means for the linear regression with AR(1) errors model. These will play the role of robust-type generalized and pseudo-generalized estimators for this regression model. Their asymptotic distributions are developed.

MoreLess

Year of publication:	2004
Authors:	Lai, Yi-Hsuan ; Thompson, Peter ; Chen, Lin-An
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 67.2004, 3, p. 203-211
Publisher:	Elsevier
Keywords:	Generalized estimation Linear regression Trimmed mean

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074805