Robust Estimation Based on Walsh Averages for the General Linear Model.

Abstract

Estimates of the parameters in a linear model are considered based upon the minimization of a dispersion function of the residuals. The dispersion function used depends on Walsh averages of pairs of residuals. Results similar to those arising with signed rank statistics can be obtained as a special case. Trimming and weighting of the Walsh averages can occur with a suitable choice of dispersion function. Asymptotic properties of this type of dispersion function and its derivatives are developed and used to determine the large sample distribution of the estimates. Some discussion appears on the practical application of this methodology. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1983
Accession Number
ADA136187

Entities

People

  • G. L. Sievers

Organizations

  • Western Michigan University

Tags

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Computing-Related Activities
  • Data Science
  • Dispersions
  • Hypotheses
  • Information Science
  • Interdisciplinary Science
  • Linearity
  • Mathematics
  • Michigan
  • Military Research
  • Probability
  • Random Variables
  • Residuals
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Regression Analysis.