Median-of-means approach for repeated measures data. Issue 17 (9th August 2021)

• Record Type: Journal Article
• Authors: Zhang, Yangchun; Liu, Pengfei
• Is Part Of: Communications in statistics. Volume 50:Issue 17(2021)
• Page Start: 3903
• Page End: 3912
• Publication Date: 2021-08-09
• Subjects: Median-of-means -- robust estimator -- multiple linear regression model -- autocorrelated error; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2019.1710204
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: In this paper, we introduce the median-of-means approach for estimating unknown parameters in multiple linear regression model and the regression model with autocorrelated error. The proposed estimators are not only robust against the outliers of data but also proved to be consistent. Extensive numerical simulations and one real dataset are presented to show the performances of new estimators.