A robust estimator of the slope in the functional errors-in-variables model /

Bibliographic Details
Main Author: Schechtman, Edna (Author)
Format: Book
Language:English
Published: College Station, Texas : Department of Statistics, Texas A & M University, [1989]
Series:Technical report (Texas A & M University. Department of Statistics) ; no. 50.
Subjects:

MARC

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035 |a (OCoLC)1030583149 
050 4 |a QA276.A12  |b T4 no.50 
049 |a TXAM 
100 1 |a Schechtman, Edna,  |e author. 
245 1 2 |a A robust estimator of the slope in the functional errors-in-variables model /  |c Edna Schechtman. 
264 1 |a College Station, Texas :  |b Department of Statistics, Texas A & M University,  |c [1989] 
300 |a 21 leaves ;  |c 28 cm 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
490 1 |a Technical report ;  |v no. 50 
504 |a Includes bibliographical references (leaves 20-21). 
520 3 |a Most Maximum Likelihood Estimates for the slope in the errors-in-variables models without replications rely on artificial assumptions, e.g., known ratio of variances of the two error terms. When this ratio is known, these estimates will perform well. If the ratio is not known, an alternative estimator has to be used. The Median-Slope estimator, proposed in this paper, is one such alternative. No assumptions are made about the parameters or the underlying distribution, but the predictors, although unknown, are assumed to be fixed and ordered. The Median-Slope estimator has a high breakdown point and is shown, via simulation, to perform well, especially for heavy tailed distributions. Large sample properties are investigated and the estimator is applied to some real data set. 
650 0 |a Errors-in-variables models. 
650 0 |a Least squares. 
650 0 |a Parameter estimation. 
650 0 |a Robust statistics. 
650 0 |a Estimation theory. 
650 0 |a Regression analysis. 
650 0 |a Mathematical statistics. 
653 0 |a Breakdown point 
653 0 |a Median 
710 2 |a Texas A & M University.  |b Department of Statistics,  |e issuing body. 
830 0 |a Technical report (Texas A & M University. Department of Statistics) ;  |v no. 50. 
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952 f f |p noncirc  |a Texas A&M University  |b College Station  |c Cushing Memorial Library & Archives  |d Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)  |t 0  |e QA276.A12 T4 no.50  |h Library of Congress classification  |i unmediated -- volume 
998 f f |a QA276.A12 T4 no.50  |t 0  |l Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)