2003, Volume 65, Pt. 3, 560--576

Welsh's Trimmed Mean For The Nonlinear Regression Model


JING-YE HUANG, National Chiao Tung University, Hsinchu, Taiwan and EUGENE K. YANG, National Tsing Hua University, Hsinchu, Taiwan and MEI-LING LIN and  LIN-AN CHEN, National Chiao Tung University, Hsinchu, Taiwan

SUMMARY. We present a quadratic approximation method and a Welsh's type trimmed mean (Welsh, 1987) for a nonlinear regression model. The Welsh's trimmed mean inherits the asymptotic properties of efficiency and robustness of the trimmed mean of the location model.   We investigate the finite sample properties of the estimators through some Monte Carlo simulation and also report on two real data analyses.

AMS (1991) subject classification. 62J02, 62F12, 62F35.

Key words and phrases. Nonlinear regression, quadratic approximation, trimmed mean.

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