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Quantile estimation for a selected normal population
Authors:Jorge G. Adrover  Victor J. Yohai
Affiliation:Fac. de Mathemática Astronomíay Física , Universidad Nacional de Córdoba , Rep. Argentina, 5000, CORODOBA E-mail: adrover@mate.uncor.edu
Abstract:In this paper simultaneous redescending M-estimates for scale and regression parameters are properly defined. The breakdown point of this estimates is derived. It is proved that these estimates are asynlptoticaliy normal and their cavariance matrix is obtained. These results show that simultaneous redescending M-estimates may combine high breakdown point and high asymptotic efficiency Under normal errors.
Keywords:robustness  linear regression  simultaneous M-estimates  breakdown point  efficiency
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