Simultaneous redescending M-estimates for regression and scale

Mostrar todas las versiones(2)

In this paper simultaneous redescending M-estimates for scale and regression parameters are properly defined. The breakdown point of this estimates is derived. It is proved that these estimates are asymptotically normal and their covariance matrix is obtained. These results show that simultaneous re...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autor principal: Adrover, Jorge Gabriel
Publicado: 2000
Materias:
Breakdown point
Efficiency
Linear regression
Robustness
Simultaneous M- estimates
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610918_v29_n2_p243_Adrover
http://hdl.handle.net/20.500.12110/paper_03610918_v29_n2_p243_Adrover
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_03610918_v29_n2_p243_Adrover
record_format dspace
spelling paper:paper_03610918_v29_n2_p243_Adrover2023-06-08T15:34:51Z Simultaneous redescending M-estimates for regression and scale Adrover, Jorge Gabriel Breakdown point Efficiency Linear regression Robustness Simultaneous M- estimates In this paper simultaneous redescending M-estimates for scale and regression parameters are properly defined. The breakdown point of this estimates is derived. It is proved that these estimates are asymptotically normal and their covariance matrix is obtained. These results show that simultaneous redescending M-estimates may combine high breakdown point and high asymptotic efficiency under normal errors. Copyright © 2000 by Marcel Dekker, Inc. Fil:Adrover, J.G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. 2000 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610918_v29_n2_p243_Adrover http://hdl.handle.net/20.500.12110/paper_03610918_v29_n2_p243_Adrover
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Breakdown point
Efficiency
Linear regression
Robustness
Simultaneous M- estimates
spellingShingle Breakdown point
Efficiency
Linear regression
Robustness
Simultaneous M- estimates
Adrover, Jorge Gabriel
Simultaneous redescending M-estimates for regression and scale
topic_facet Breakdown point
Efficiency
Linear regression
Robustness
Simultaneous M- estimates
description In this paper simultaneous redescending M-estimates for scale and regression parameters are properly defined. The breakdown point of this estimates is derived. It is proved that these estimates are asymptotically normal and their covariance matrix is obtained. These results show that simultaneous redescending M-estimates may combine high breakdown point and high asymptotic efficiency under normal errors. Copyright © 2000 by Marcel Dekker, Inc.
author Adrover, Jorge Gabriel
author_facet Adrover, Jorge Gabriel
author_sort Adrover, Jorge Gabriel
title Simultaneous redescending M-estimates for regression and scale
title_short Simultaneous redescending M-estimates for regression and scale
title_full Simultaneous redescending M-estimates for regression and scale
title_fullStr Simultaneous redescending M-estimates for regression and scale
title_full_unstemmed Simultaneous redescending M-estimates for regression and scale
title_sort simultaneous redescending m-estimates for regression and scale
publishDate 2000
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610918_v29_n2_p243_Adrover
http://hdl.handle.net/20.500.12110/paper_03610918_v29_n2_p243_Adrover
work_keys_str_mv AT adroverjorgegabriel simultaneousredescendingmestimatesforregressionandscale
_version_ 1768546631044562944

Ejemplares similares