INVESTIGADORES
YOHAI Victor Jaime
congresos y reuniones científicas
Título:
The Choice of the Initial Estimate for Computing MM-Estimates
Autor/es:
MARCELA SVARC; VÍCTOR J. YOHAI
Lugar:
Oporto, Portugal
Reunión:
Conferencia; International Conference on Computational Statistics; 2008
Institución organizadora:
Universidad de Oporto
Resumen:
We show, using a Monte Carlo study, that MM-estimates with projection estimates as starting point of an iterative weighted least squares algorithm, behave more robustly than MM-estimates starting at an S-estimate and similar Gaussian efficiency. Moreover the former have a robustness behavior close to the P-estimates with an additional advantage: they are asymptotically normal making statistical inference possible.
