INVESTIGADORES
ADROVER Jorge Gabriel
artículos
Título:
Efficiency of MM- and τ-estimates for finite sample size
Autor/es:
ADROVER, JORGE G.; BIANCO, ANA M.; YOHAI, VÍCTOR J.
Revista:
STATISTICS & PROBABILITY LETTERS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Año: 1994 vol. 19 p. 409 - 415
ISSN:
0167-7152
Resumen:
Suppose that the relative efficiency of a regression estimate with respect to the least squares estimate is measured using a robust scale. Then, it is shown that in the case of normal errors and a finite sample size, it is possible to find MM- and τ-estimates which combine high efficiency and high breakdown-point. © 1994.
