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Details van artikel 17 van 25 gevonden artikelen
| Titel: |
On w-estimators of a linear functional relationship |
| Auteur: |
Abdullah, Mokhtar B. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 18 (1989) nr. 1 pagina's 287-314 |
| Jaar: |
1989 |
| Inhoud: |
This paper presents a robust procedure for estimating the parameters of a simple linear functional relationship (SLFR). The so called W-estimators of the SLFR which arm based on a reformulation of M-estimation of Huber (1964) are derived. The W-estimates have to be solved iteratively and, therefore, require good starting values. A modified LI-norm criterion is used to select the most robust Li-norm regression estimates for the starting values. Apart from the well known psi-functions (i.e. the Huber, the Andrews and the biweight) a new psi-function called 'modified biweight' is proposed for downweighting possible outliers. The numerical evidence “shows that the downweighting of the outlier by the modified biweight is less affected by use of poor starting values and an arbitrary choice of the turning constant compared to the other functions. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 17 van 25 gevonden artikelen
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