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On Estimating Variance of Robust Estimators when the Errors are Asymmetric.

机译：关于误差不对称时鲁棒估计的方差估计。

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摘要

We investigate the effects of asymmetry on estimates of variance of robust estimator in location and regression problems, showing the heavy skewness of errors can seriously bias the common variance estimates for location and intercept, a problem that can be corrected by jackknifing for location but is more intractable for the intercept in regression. The scale parameters in regression seem not to be as seriously subject to this bias if the sample size is large compared to the number parameters. (Author)

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作者
Carroll, R. J.;
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年度 1978
页码 1-22
总页数 22
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Analysis of variance; Asymmetry; Estimates; Regression analysis; Skewness; Bias; Statistical samples; Monte Carlo method; Robust procedures; Jackknife method;

机译：方差分析;不对称;估计;回归分析;偏度;偏差;统计样本;蒙特卡罗方法;稳健程序;折刀法;

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On Estimating Variance of Robust Estimators when the Errors are Asymmetric.

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