Tail - behavior of estimators and of their one - step versions
نویسنده
چکیده
Abstract: The finite-sample breakdown points and finite-sample tail behavior are studied for a class of equivariant estimators in the linear regression model under a fixed design. The same is considered for the one-step and k-step versions of the estimators, starting with an initial estimator. It is shown that the tail-behavior of the oneand k-step versions of an estimator is determined mainly by that of the initial estimator.
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تاریخ انتشار 2012