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A Robust Analysis of the General Linear Model Based on One Step R- Estimates

โœ Scribed by Joseph W. McKean and Thomas P. Hettmansperger


Book ID
124280319
Publisher
Oxford University Press
Year
1978
Tongue
English
Weight
949 KB
Volume
65
Category
Article
ISSN
0006-3444

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We propose a one-step estimator for the vector of regression and error-scale parameters in a linear regression model. The estimator is asymptotically normal and fully efficient. Given appropriate initial values it achieves very low bias and high breakdown point. (~