Highly robust and highly finite sample efficient estimators for the linear model

In this paper, we propose a new family of robust regression estimators, which we call bounded residual scale estimators (BRS-estimators) which are simultaneously highly robust and highly efficient for small samples with normally distributed errors. To define these estimators it is required to have a...

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Detalles Bibliográficos
Publicado: 2015
Materias:
Brakdown point
Finite sample efficiency
MM-estimators
Efficiency
Normal distribution
Sampling
Statistics
Efficient estimator
Finite samples
Initial estimators
Linear modeling
Robust estimators
Robust regressions
Estimation
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_97833192_v_n_p91_Smucler
http://hdl.handle.net/20.500.12110/paper_97833192_v_n_p91_Smucler
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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