Simultaneous redescending M-estimates for regression and scale

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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...

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Autores principales: Adrover, J.G., Yohai, V.J.
Formato: JOUR
Materias:
Breakdown point
Efficiency
Linear regression
Robustness
Simultaneous m- Estimates
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03610926_v29_n2_p243_Adrover
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id todo:paper_03610926_v29_n2_p243_Adrover
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spelling todo:paper_03610926_v29_n2_p243_Adrover2023-10-03T15:26:42Z Simultaneous redescending M-estimates for regression and scale Adrover, J.G. Yohai, V.J. 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. Fil:Adrover, J.G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_03610926_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, J.G.
Yohai, V.J.
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.
format JOUR
author Adrover, J.G.
Yohai, V.J.
author_facet Adrover, J.G.
Yohai, V.J.
author_sort Adrover, J.G.
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
url http://hdl.handle.net/20.500.12110/paper_03610926_v29_n2_p243_Adrover
work_keys_str_mv AT adroverjg simultaneousredescendingmestimatesforregressionandscale
AT yohaivj simultaneousredescendingmestimatesforregressionandscale
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