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Asymptotic analysis of the generalized coherence estimate

โœ Scribed by Clausen, A.; Cochran, D.

Book ID
118690885
Publisher
IEEE
Year
2001
Tongue
English
Weight
271 KB
Volume
49
Category
Article
ISSN
1053-587X

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Asymptotics of Generalized S-Estimators
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โœ O. Hossjer; C. Croux; P.J. Rousseeuw ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 804 KB

An \(S\)-estimator of regression is obtained by minimizing an \(M\)-estimator of scale applied to the residuals \(r_{i}\). On the other hand, a generalized \(S\)-estimator (or \(G S\) estimator) minimizes an \(M\)-estimator of scale based on all pairwise differences \(r_{i}-r_{j}\). Generalized \(S\