The choice of the initial estimate for computing MM-estimates

MaRDI QIDQ3535298zbMATH OpenFDO

Authors Marcela Svarc, Victor J. Yohai

Publication date 10 November 2008

zbMATH Keywords

least squares algorithmMM-estimatesMonte Carlonumerical examplesP-estimatesrobust regressionrobustnessS-estimatesstatistical inference

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35) General nonlinear regression (62J02)

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Cited in

(1)

• MM for penalized estimation

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