Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model

Yi-Hsuan Lai, Peter Thompson and Lin-An Chen

Statistics & Probability Letters, 2004, vol. 67, issue 3, 203-211

Abstract: We propose a generalized and pseudo-generalized trimmed means for the linear regression with AR(1) errors model. These will play the role of robust-type generalized and pseudo-generalized estimators for this regression model. Their asymptotic distributions are developed.

Keywords: Generalized; estimation; Linear; regression; Trimmed; mean (search for similar items in EconPapers)
Date: 2004
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