Influence Functions of Iteratively Reweighted Least Squares Estimators (Q3984604)

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Influence Functions of Iteratively Reweighted Least Squares Estimators
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    Statements

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    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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