Nonparametric Estimation in Regression Model

  • Han, Sang Moon (Department of Computer Science and Statistics, University of Seoul)
  • Published : 2001.04.01

Abstract

One proposal is made for constructing nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of idea of Johns for estimating the center of the symmetric distribution together with the idea of regression quantiles and regression trimmed mean. This nonparametric estimator and some other L-estimators are studied by Monte Carlo.

Keywords

References

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