Estimates of MM type for the multivariate linear model
We propose a class of robust estimates for multivariate linear models. Based on the approach of MM-estimation (Yohai 1987, [24]), we estimate the regression coefficients and the covariance matrix of the errors simultaneously. These estimates have both a high breakdown point and high asymptotic effic...
Guardado en:
| Autores principales: | Kudraszow, Nadia Laura, Maronna, Ricardo Antonio |
|---|---|
| Formato: | Articulo |
| Lenguaje: | Inglés |
| Publicado: |
2011
|
| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/84656 |
| Aporte de: |
Ejemplares similares
-
Estimadores de tipo MM para el modelo lineal multivariado
por: Kudraszow, Nadia Laura
Publicado: (2010) -
Highly robust and highly finite sample efficient estimators for the linear model
por: Smucler, E., et al. -
Highly robust and highly finite sample efficient estimators for the linear model
Publicado: (2015) -
Robust and sparse estimators for linear regression models
por: Smucler, E., et al. -
Robust and sparse estimators for linear regression models
Publicado: (2017)