M-ESTIMATOR USING JACKKNIFE PSEUDOVALUES

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/27855

Title:	M-ESTIMATOR USING JACKKNIFE PSEUDOVALUES
Authors:	CHENG,KF
Contributors:	統計研究所
Keywords:	JACKKNIFE
Date:	1991
Issue Date:	2010-06-29 19:34:55 (UTC+8)
Publisher:	中央大學
Abstract:	The estimates derived from the jack-knife method are sometimes sensitive to extreme data points. This paper discusses how to use the pseudovalues to define more robust estimates. In the given example, it is seen that the M-estimator based on the pseudovalues has smaller asymptotic variance than the ordinary M-estimator and jack-knife estimator. Asymptotic properties of the discussed estimator are also investigated.
Relation:	SCANDINAVIAN JOURNAL OF STATISTICS
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

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