Department Colloquium
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Speaker:
Hanxiang Peng Department of Mathematics University of Mississippi Time and Place: 3:30 p.m., Friday, January 26, 2007, Allen 14 Title: Multiple Theil-Sen Estimators Abstract: In this talk, we propose the Theil-Sen estimators (TSE) of parameters in a multiple linear model(LM) based on a multivariate median, generalizing the TSE in a simple LM. It is shown to be robust, consistent and asymptotically normal, and super-efficient for discontinuous errors. Simulations are conducted to compare robustness and efficiency with LSE's and to validate super-efficiency. Host: Len Miller, (662) 325-7138, miller@math.msstate.edu |
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