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Robust estimators of high order derivatives of regression functions

✍ Scribed by Graciela Boente; Daniela Rodriguez


Book ID
108267328
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
190 KB
Volume
76
Category
Article
ISSN
0167-7152

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First, we show that many robust estimates of regression which depend only on the regression residuals (including M-, S-, Tau-, least median of squares-, least trimmed of squares-and some R-estimates) have infinite gross-error-sensitivity. More precisely, we show that the maximumbias function of a la