Open Access
March, 1981 Brown-Mood Type Median Estimators for Simple Regression Models
D. G. Kildea
Ann. Statist. 9(2): 438-442 (March, 1981). DOI: 10.1214/aos/1176345410

Abstract

In the context of simple linear regression we investigate a class of estimators for the parameters which contains the Brown-Mood estimators. We derive the asymptotic efficiency properties of the class of slope estimators and find the most efficient slope estimator. This estimator is shown to have efficiency properties analogous to those of other median estimators for slope found in the literature. The equations which define the optimal estimators are median analogues of the least squares normal equation.

Citation

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D. G. Kildea. "Brown-Mood Type Median Estimators for Simple Regression Models." Ann. Statist. 9 (2) 438 - 442, March, 1981. https://doi.org/10.1214/aos/1176345410

Information

Published: March, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0461.62043
MathSciNet: MR606629
Digital Object Identifier: 10.1214/aos/1176345410

Subjects:
Primary: 62G05
Secondary: 62G20 , 62G35 , 62J05

Keywords: asymptotically optimal estimator , Brown-Mood estimator , median analogue , regression through the origin , simple linear regression

Rights: Copyright © 1981 Institute of Mathematical Statistics

Vol.9 • No. 2 • March, 1981
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