Reweighted LS estimators converge at the same rate as the initial estimator (Q1208670)
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scientific article; zbMATH DE number 166860
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| English | Reweighted LS estimators converge at the same rate as the initial estimator |
scientific article; zbMATH DE number 166860 |
Statements
Reweighted LS estimators converge at the same rate as the initial estimator (English)
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16 May 1993
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asymptotic equivalence
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high efficiency
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high breakdown properties
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regression estimators
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least median of squares estimator
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reweighted least squares estimator
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0.8165439963340759
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0.7927380800247192
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0.7842955589294434
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0.7842955589294434
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0.7725005745887756
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