Trimmed least squares estimator as best trimmed linear conditional estimator for linear regression model

DOI10.1080/03610929808832193zbMath0926.62047OpenAlexW2154297986MaRDI QIDQ4214021

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Publication date: 28 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832193

zbMATH Keywords

regression quantilesinstrumental variables estimatortrimed least squares estimatortrimmed linear conditional estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

• The metrically trimmed mean as a robust estimator of location
• The trimmed mean in the linear model
• Approximation Theorems of Mathematical Statistics
• Regression Quantiles
• Symmetric quantile and symmetric trimmed mean for linear regression model

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