The choice of the initial estimate for computing MM-estimates
We show, using a Monte Carlo study, that MM-estimates with projection estimates as starting point of an iterative weighted least squares algorithm, behave more robustly than MM-estimates starting at an S-estimate and similar Gaussian efficiency. Moreover the former have a robustness behavior close t...
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2008
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| Acceso en línea: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_97837908_v_n_p503_Svarc http://hdl.handle.net/20.500.12110/paper_97837908_v_n_p503_Svarc |
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paper:paper_97837908_v_n_p503_Svarc2025-07-30T19:14:50Z The choice of the initial estimate for computing MM-estimates Svarc, Marcela P-estimates Robust regression S-estimates Gaussians Initial estimate Iterative-weighted P-estimates Robust regressions S-estimates Statistical inference Iterative methods We show, using a Monte Carlo study, that MM-estimates with projection estimates as starting point of an iterative weighted least squares algorithm, behave more robustly than MM-estimates starting at an S-estimate and similar Gaussian efficiency. Moreover the former have a robustness behavior close to the P-estimates with an additional advantage: they are asymptotically normal making statistical inference possible. Fil:Svarc, M. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. 2008 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_97837908_v_n_p503_Svarc http://hdl.handle.net/20.500.12110/paper_97837908_v_n_p503_Svarc |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
P-estimates Robust regression S-estimates Gaussians Initial estimate Iterative-weighted P-estimates Robust regressions S-estimates Statistical inference Iterative methods |
| spellingShingle |
P-estimates Robust regression S-estimates Gaussians Initial estimate Iterative-weighted P-estimates Robust regressions S-estimates Statistical inference Iterative methods Svarc, Marcela The choice of the initial estimate for computing MM-estimates |
| topic_facet |
P-estimates Robust regression S-estimates Gaussians Initial estimate Iterative-weighted P-estimates Robust regressions S-estimates Statistical inference Iterative methods |
| description |
We show, using a Monte Carlo study, that MM-estimates with projection estimates as starting point of an iterative weighted least squares algorithm, behave more robustly than MM-estimates starting at an S-estimate and similar Gaussian efficiency. Moreover the former have a robustness behavior close to the P-estimates with an additional advantage: they are asymptotically normal making statistical inference possible. |
| author |
Svarc, Marcela |
| author_facet |
Svarc, Marcela |
| author_sort |
Svarc, Marcela |
| title |
The choice of the initial estimate for computing MM-estimates |
| title_short |
The choice of the initial estimate for computing MM-estimates |
| title_full |
The choice of the initial estimate for computing MM-estimates |
| title_fullStr |
The choice of the initial estimate for computing MM-estimates |
| title_full_unstemmed |
The choice of the initial estimate for computing MM-estimates |
| title_sort |
choice of the initial estimate for computing mm-estimates |
| publishDate |
2008 |
| url |
https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_97837908_v_n_p503_Svarc http://hdl.handle.net/20.500.12110/paper_97837908_v_n_p503_Svarc |
| work_keys_str_mv |
AT svarcmarcela thechoiceoftheinitialestimateforcomputingmmestimates AT svarcmarcela choiceoftheinitialestimateforcomputingmmestimates |
| _version_ |
1840325972268679168 |