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1DTIC ADA077654: A Weighted Dispersion Function For Estimation In Linear Models,
By Defense Technical Information Center
Robust estimates for the parameters in the general linear model are proposed which are based on weighted rank statistics. The method is based on the minimization of a dispersion function defined by a weighted Gini's mean difference. An asymptotic distribution of the estimate is derived. Some examples are discussed which point out that the ranking can be based on a restricted set of comparisons and still retain high efficiency. (Author)
“DTIC ADA077654: A Weighted Dispersion Function For Estimation In Linear Models,” Metadata:
- Title: ➤ DTIC ADA077654: A Weighted Dispersion Function For Estimation In Linear Models,
- Author: ➤ Defense Technical Information Center
- Language: English
“DTIC ADA077654: A Weighted Dispersion Function For Estimation In Linear Models,” Subjects and Themes:
- Subjects: ➤ DTIC Archive - Sievers,Gerald L - WESTERN MICHIGAN UNIV KALAMAZOO DEPT OF MATHEMATICS - *RANK ORDER STATISTICS - DISPERSING - RANDOM VARIABLES - ESTIMATES - WEIGHTING FUNCTIONS - ASYMPTOTIC SERIES - LEAST SQUARES METHOD - STATISTICAL DISTRIBUTIONS
Edition Identifiers:
- Internet Archive ID: DTIC_ADA077654
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The book is available for download in "texts" format, the size of the file-s is: 23.00 Mbs, the file-s for this book were downloaded 72 times, the file-s went public at Mon Oct 30 2017.
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