| Abstract: | In this paper, the robustness of weighted non-linear least-squares estimation based on some preliminary estimators is examined. The preliminary estimators are the Lnorm estimates proposed by Schlossmacher, by El-Attar et al., by Koenker and Park, and by Lawrence and Arthur. A numerical example is presented to compare the robustness of the weighted non-linear least-squares approach when based on the preliminary estimators of Schlossmacher (HS), El-Attar et al. (HEA), Koenker and Park (HKP), and Lawrence and Arthur (HLA). The study shows that the HEA estimator is as robust as the HKP estimator. However, the HEA estimator posed certain computational problems and required more storage and computing time. |
