A Weighted Dispersion Function for Estimation in Linear Models,

Abstract

Robust estimates for the parameters in the general linear model are proposed which are based on weighted rank statistics. The method is based on the minimization of a dispersion function defined by a weighted Gini's mean difference. An asymptotic distribution of the estimate is derived. Some examples are discussed which point out that the ranking can be based on a restricted set of comparisons and still retain high efficiency. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1979
Accession Number
ADA077654

Entities

People

  • Gerald L. Sievers

Organizations

  • Western Michigan University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Analysis Of Variance
  • Asymptotic Normality
  • Computations
  • Covariance
  • Data Science
  • Dispersions
  • Efficiency
  • Factor Analysis
  • Information Science
  • Mathematics
  • Observation
  • Probability
  • Random Variables
  • Residuals
  • Statistical Algorithms
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.