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July, 1973 On Some Analogues to Linear Combinations of Order Statistics in the Linear Model
P. J. Bickel
Ann. Statist. 1(4): 597-616 (July, 1973). DOI: 10.1214/aos/1176342457

Abstract

We consider the general linear model with independent symmetric errors. In this context we propose and examine the large sample behavior of some estimates of the regression parameters. For the location model these statistics are linear combinations of order statistics. In general they depend on a preliminary estimate and the ordered residuals based on it. The asymptotic efficiency of these procedures is independent of the design matrix. Specifically analogues of the median and trimmed and Winsorized means are proposed.

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P. J. Bickel. "On Some Analogues to Linear Combinations of Order Statistics in the Linear Model." Ann. Statist. 1 (4) 597 - 616, July, 1973. https://doi.org/10.1214/aos/1176342457

Information

Published: July, 1973
First available in Project Euclid: 12 April 2007

zbMATH: 0265.62021
MathSciNet: MR314206
Digital Object Identifier: 10.1214/aos/1176342457

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 4 • July, 1973
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