Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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A New Redescending M-Estimating Function

  • Pak, Ro-Jin (Department of Computer Sciences & Statistics, Dankook University)
  • Published : 2002.04.30
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Abstract

A new redescending M-estimating function is introduced. The estimators by this new redescending function attain the same level of robustness as the existing redescending M-estimators, but have less asymptotic variances than others except few cases. We have focused on estimating a location parameter, but the method can be extended for a scale estimation.

Keywords

References

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