Functional stability of one-step GM-estimators in approximately linear regression

This paper provides a comparative sensitivity analysis of one-step Newton-Raphson estimators for linear regression. Such estimators have been proposed as a way to combine the global stability of high breakdown estimators with the local stability of generalized maximum likelihood estimators. We analy...

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Detalles Bibliográficos
Autores principales: Simpson, D.G., Yohai, V.J.
Formato: JOUR
Materias:
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_00905364_v26_n3_p1147_Simpson
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