Simple and Fast Generalized - M (GM) Estimator and Its Application to Real Data Set
نویسندگان
چکیده
It is now evident that some robust methods such as MM-estimator do not address the concept of bounded influence function, which means their estimates still be affected by outliers in X directions or high leverage points (HLPs), even though they have efficiency and breakdown point (BDP). The Generalized M(GM) estimator, GM6 estimator put forward with main aim making a bound for HLPs weight function. limitation it gives lower to both bad (BLPs) good (GLPs) make its decreases when more GLPs are present data set. Moreover, takes longer computational time. In this paper, we develop new version GM-estimator based on simple fast algorithm. attractive feature method only downs weights BLPs vertical (VOs) increases efficiency. merit our proposed GM studied simulation study well-known aircraft
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ژورنال
عنوان ژورنال: Sains Malaysiana
سال: 2021
ISSN: ['0126-6039', '2735-0118']
DOI: https://doi.org/10.17576/jsm-2021-5003-26