The choice of inicial Estimate for Computing MM-Estimates

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dc.creator.AutorSvarc, Marcela
dc.date.accessioned2011-09-19T13:45:52Z
dc.date.available2011-09-19T13:45:52Z
dc.date.issued2008-04
dc.descriptionFil: Svarc, Marcela. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina.
dc.description.abstractWe show, using a Monte Carlo study, that MM-estimates with projec- tion 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.
dc.formatapplication/pdf
dc.identifier.urihttp://hdl.handle.net/10908/552
dc.languageeng
dc.publisherUniversidad de San Andrés. Departamento de Matemáticas y Ciencias
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectRobust statistics
dc.subjectRobust statistics
dc.titleThe choice of inicial Estimate for Computing MM-Estimates
dc.typeDocumento de Trabajo
dc.typeinfo:eu-repo/semantics/workingPaper
dc.typeinfo:ar-repo/semantics/documento de trabajo
dc.typeinfo:eu-repo/semantics/draft
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