Data/hora: 19/06/2024 08:30:44

Biblioteca(s): | Embrapa Agricultura Digital.
Data corrente: | 26/03/1998
Data da última atualização: | 14/12/2010
Autoria: | MULLER, C. H.
Título: | On the calculation of MSE minimizing robust estimators.
Ano de publicação: | 1994
Fonte/Imprenta: | In: DUTTER, R.; GROSSMANN, W. (Ed.). Compstat: proceedings in computational statistics. [Hildeberg]: Physica-Verlag, 1994.
Páginas: | p. 257-262.
ISBN: | 3-7908-0793-1
Idioma: | Inglês
Conteúdo: | A conditionally contaminated linear model y=xTB+z is considered where the errors z may have different contaminated normal distributions for different experimental conditions x. At this model one-step M-estimators have an asymptotic bias which should be bounded for robust estimators. For designs which have a support of linearly independent regressors, an algorithm for the calculation of one-step M-estimators which minimize the asymptotic mean squared error (MSE) is presented. The results of this algorithm are given for quadratic regression and for a problem in a one-way lay-out model.
Palavras-Chave: | Modelos lineares.
Thesagro: | Estatística.
Thesaurus Nal: | Linear models; Statistics.
Categoria do assunto: | X Pesquisa, Tecnologia e Engenharia
Registro original: | Embrapa Agricultura Digital (CNPTIA)
Exemplares: | CNPTIA - (6838-1) - ADD - PL - PP - 519.50285 - BIE - 1998.00017 - DIS