Detail publikace

Visek, J. A. : Coping with level and character of contamination by SW-estimators.

Autor: prof. RNDr. Jan Ámos Víšek CSc.,
Typ: Články ve sborníku
Rok: 2016
Číslo: 0
ISSN / ISBN: 978-90-73592-36-0
Publikováno v: Proceedings of COMPSTAT 2016, 22nd Conference on Computational Statistics, 59 - 72.
Místo vydání: Sevilla, Spain
Klíčová slova: Robust regression, S-estimator, the least weighted squares, SW-estimator,consistency, asymptotic representation, simulation results
JEL kódy:
Citace:
Granty: DYME – Dynamic Models in Economics
Abstrakt: A new estimator inheriting (hopefully) pros and removing cons of the S-estimator
and the least weighted squares is proposed. It allows for both, a weight function w as well as for an
objective function  which need not be bounded. The conditions for consistency and asymptotic
representation are recalled. The combination of the weight function with the objective function
allows to accommodate the estimator to the level and character of contamination. The results
of simulation studies con rm it.

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