High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and -estimators among others. However, the finite-sample efficiency of these estimators can be much lower than the asymptotic one. To ov...
Guardado en:
| Autores principales: | Maronna, Ricardo Antonio, Yohai, Victor Jaime |
|---|---|
| Formato: | Articulo Preprint |
| Lenguaje: | Inglés |
| Publicado: |
2015
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/101650 https://ri.conicet.gov.ar/11336/42723 |
| Aporte de: |
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