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
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Robustness of locally optimal stabilization
β Scribed by B. S. Darkhovskii; G. G. Magaril-Il'yaev
- Publisher
- Springer
- Year
- 1992
- Tongue
- English
- Weight
- 404 KB
- Volume
- 3
- Category
- Article
- ISSN
- 1046-283X
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