Linear trimmed means for the linear regression with AR(1) errors model

DOI10.1016/j.jspi.2010.05.015zbMath1205.62088OpenAlexW2078746959MaRDI QIDQ989272

J. Martínez

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.015

zbMATH Keywords

generalized least squares estimatorrobust estimatorGauss Markov theoremlinear trimmed mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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