Adaptive choice of trimming proportion in trimmed least-squares estimation
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References listed on IDEAS
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Jana Jurečková & Roger Koenker & A. Welsh, 1994. "Adaptive choice of trimming proportions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 737-755, December.
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KeywordsTrimmed mean Trimmed least squares estimator Regression quantile Regression rank scores;
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