Orthogonal Regression M-Estimators.

Abstract

M-estimators in the orthogonal regression set-up are defined in order to produce a robust alternative to the method of classical orthogonal regression. Asymptotic qualitative robustness of some orthogonal M-estimators is proved. The influence curve of these estimators is computed and some additional asymptotic theory is presented. Keywords: mathematical models; asymptotic normality; bias; and computations.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1985
Accession Number
ADA163515

Entities

People

  • Ruben H. Zamar

Organizations

  • University of Washington

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Computational Science
  • Computations
  • Consistency
  • Convergence
  • Data Science
  • Distribution Functions
  • Equations
  • Estimators
  • Information Science
  • Mathematical Models
  • Models
  • Normality
  • Probability
  • Statistical Algorithms
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.