INVESTIGADORES
ADROVER Jorge Gabriel
artículos
Título:
Simultaneous redescending M-estimates for regression and scale.
Autor/es:
JORGE G. ADROVER AND VICTOR J. YOHAI
Revista:
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Editorial:
TAYLOR & FRANCIS INC
Referencias:
Año: 2000 vol. 29 p. 249 - 262
ISSN:
0361-0926
Resumen:
In this paper redescending M-estimates for regression and scale parameters are properly defined. The breakdown point of these estimates is derived. It is proved that these estimates are asymptotically normal and their covariance matrix is obtained. These results show that simultaneous redescending M-estimates may combine high breakdown point and high asymptotic efficiency under normal errors.
