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.