Many asymptotic covariance estimates are generated using uncontaminated model distributions and thus are often based in part on the information matrix. Such covarianee estimators have a low breakdown point (Donoho and Huber, 1983;Huber, 1981; Hampel et al., 1986, p. 98;Lopuhaa and Rousseeuw, 1991),
โฆ LIBER โฆ
Robust estimating equation based on statistical depth
โ Scribed by Lu Lin; Minghua Chen
- Publisher
- Springer-Verlag
- Year
- 2006
- Tongue
- English
- Weight
- 674 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0932-5026
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