High breakdown-point and high efficiency robust estimates for regression (Q578791)
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scientific article; zbMATH DE number 4013762
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| default for all languages | No label defined |
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| English | High breakdown-point and high efficiency robust estimates for regression |
scientific article; zbMATH DE number 4013762 |
Statements
High breakdown-point and high efficiency robust estimates for regression (English)
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1987
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high efficiency
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robust estimates
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linear model
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MM-estimates
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three- stage procedure
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initial regression estimate
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high breakdown-point
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M- estimate of the errors scale
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residuals
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M-estimate of the regression parameters
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redescending psi-function
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Consistency
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asymptotical normality
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iterative numerical algorithm
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asymptotic biases
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contamination
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optimal bounded influence estimates
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0.8924744129180908
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0.8918929100036621
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0.8728200197219849
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