On the maximum bias functions of MM-estimates and constrained M-estimates of regression
| العنوان: | On the maximum bias functions of MM-estimates and constrained M-estimates of regression |
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| المؤلفون: | José R. Berrendero, David E. Tyler, Beatriz V. M. Mendes |
| المصدر: | Ann. Statist. 35, no. 1 (2007), 13-40 Biblos-e Archivo. Repositorio Institucional de la UAM instname |
| بيانات النشر: | The Institute of Mathematical Statistics, 2007. |
| سنة النشر: | 2007 |
| مصطلحات موضوعية: | Statistics and Probability, Mathematics - Statistics Theory, Statistics Theory (math.ST), Function (mathematics), Estadística, Regression, maximum bias curves, symbols.namesake, S-estimates, breakdown point, constrained M-estimates, 62J05, FOS: Mathematics, symbols, Applied mathematics, Statistics, Probability and Uncertainty, 62F35 (Primary) 62J05 (Secondary), Robust regression, Gaussian network model, 62F35, Mathematics, M-estimates, gross error sensitivity |
| الوصف: | We derive the maximum bias functions of the MM-estimates and the constrained M-estimates or CM-estimates of regression and compare them to the maximum bias functions of the S-estimates and the $\tau$-estimates of regression. In these comparisons, the CM-estimates tend to exhibit the most favorable bias-robustness properties. Also, under the Gaussian model, it is shown how one can construct a CM-estimate which has a smaller maximum bias function than a given S-estimate, that is, the resulting CM-estimate dominates the S-estimate in terms of maxbias and, at the same time, is considerably more efficient. Comment: Published at http://dx.doi.org/10.1214/009053606000000975Test in the Annals of Statistics (http://www.imstat.org/aosTest/) by the Institute of Mathematical Statistics (http://www.imstat.orgTest) |
| وصف الملف: | application/pdf; Application/pdf |
| اللغة: | English |
| الوصول الحر: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e528f4b53b2715a7fa218c34e752b23Test https://projecteuclid.org/euclid.aos/1181100179Test |
| حقوق: | OPEN |
| رقم الانضمام: | edsair.doi.dedup.....4e528f4b53b2715a7fa218c34e752b23 |
| قاعدة البيانات: | OpenAIRE |
| الوصف غير متاح. |