Accession Number : AD0653267

Title :   ROBUST ESTIMATES OF LINEAR TREND IN MULTIVARIATE TIME SERIES.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Bhattacharyya,G. K.

Report Date : MAR 1967

Pagination or Media Count : 21

Abstract : Median and weighted median estimates are obtained for the linear trend parameters of a univariate time series by applying the Hodges-Lehmann method to some well known nonparametric tests for trend. The estimation procedure is extended to the multivariate trend model and asymptotic efficiency properties relative to the classical estimates are studied.

Descriptors :   (*MULTIVARIATE ANALYSIS, MATHEMATICAL MODELS), (*REAL TIME, STATISTICAL ANALYSIS), RANDOM VARIABLES, EFFICIENCY, DISTRIBUTION FUNCTIONS, ASYMPTOTIC SERIES, THEOREMS, PERMUTATIONS, INEQUALITIES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE