Efficiency of MM- and [tau]-estimates for finite sample size

Jorge G. Adrover, Ana M. Bianco and Víctor J. Yohai

Statistics & Probability Letters, 1994, vol. 19, issue 5, 409-415

Abstract: Suppose that the relative efficiency of a regression estimate with respect to the least squares estimate is measured using a robust scale. Then, it is shown that in the case of normal errors and a finite sample size, it is possible to find MM- and [tau]-estimates which combine high efficiency and high breakdown-point.

Keywords: Robust; regression; high; breakdown-point; high; efficiency; finite; sample; size (search for similar items in EconPapers)
Date: 1994
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