Showing 1 - 10 of 42
In investigations on the behaviour of robust estimators, typically their consistency and their asymptotic normality are studied as a necessity. Their rates of convergence, however, are often given less weight. We show here that the rate of convergence of a multivariate robust estimator to its...
Persistent link: https://www.econbiz.de/10010467736
Sliced inverse regression (SIR) is a clever technique for reducing the dimension of the predictor in regression problems, thus avoiding the curse of dimensionality. There exist many contributions on various aspects of the performance of SIR. Up to now, few attention has been paid to the problem...
Persistent link: https://www.econbiz.de/10003483090
Persistent link: https://www.econbiz.de/10001321892
Persistent link: https://www.econbiz.de/10001324640
Persistent link: https://www.econbiz.de/10001053776
Persistent link: https://www.econbiz.de/10001098716
The notion of breakdown point was introduced by Hampel (1968, 1971) and has since played an important role in the theory and practice of robust statistics. In Davies and Gather (2004) it was argued that the success of the concept is connected to the existence of a group of transformations on the...
Persistent link: https://www.econbiz.de/10002569911
We discuss the robust estimation of a linear trend if the noise follows an autoregressive process of first order. We find the ordinary repeated median to perform well except for negative correlations. In this case it can be improved by a Prais-Winsten transformation using a robust...
Persistent link: https://www.econbiz.de/10002569941
The first example involves the real data given in Table 1 which are the results of an interlaboratory test. The boxplots are shown in Fig. 1 where the dotted line denotes the mean of the observations and the solid line the median. We note that only the results of the Laboratories 1 and 3 lie...
Persistent link: https://www.econbiz.de/10003024170
Persistent link: https://www.econbiz.de/10002363269