ON THE ESTIMATION OF SLOPE AND THE IDENTIFICATION OF OUTLIERS IN LINEAR-REGRESSION
成果类型：
Article
署名作者：
CHAMBERS, RL; HEATHCOTE, CR
署名单位：
Australian National University
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/68.1.21
发表日期：
1981
页码：
2133
关键词：
摘要：
The paper presents a large sample method for estimating the slope parameter in a linear model by minimizing a loss function related to the empirical cumulant generating function of the error distribution. A family of estimators, indexed by a real parameter, is obtained and consistency and asymptotic normality established. The optimum member of the family is that which has minimum variance with respect to the parameter. This minimization together with a characterization result for the normal distribution leads to a procedure for the identification of outliers with respect to least squares.