Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation (Q1970820)
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scientific article; zbMATH DE number 1420531
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| English | Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation |
scientific article; zbMATH DE number 1420531 |
Statements
Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation (English)
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27 August 2000
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bounded influence \(M\)-estimation
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finite sample correction
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iteratively reweighted least squares
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least median of squares
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least trimmed squares
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minimum volume ellipsoid
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robustness
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0.821563720703125
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0.8187873363494873
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0.7904619574546814
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