Influence Functions of Iteratively Reweighted Least Squares Estimators (Q3984604)
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scientific article; zbMATH DE number 26398
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| English | Influence Functions of Iteratively Reweighted Least Squares Estimators |
scientific article; zbMATH DE number 26398 |
Statements
27 June 1992
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bounded influence
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generalized \(M\) estimator
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one-step estimator
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robust regression
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statistical functional
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influence functions of iteratively reweighted least squares estimators
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weighted least squares estimator
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residual
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iteration derivative
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boundedness of the limiting influence function
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Mallows class of estimators
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Huber's \(M\) estimators
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Newton- Raphson one-step estimators
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fully iterated \(M\) estimator
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rate of convergence
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unknown scale
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Influence Functions of Iteratively Reweighted Least Squares Estimators (English)
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0.8284224271774292
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0.8182780742645264
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