کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151629 1489867 2016 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Weighted MM-estimators for multivariate clustered data
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Weighted MM-estimators for multivariate clustered data
چکیده انگلیسی

We study weighted MM-estimators for RdRd-valued clustered data and give sufficient conditions for their consistency. Their asymptotic normality is established with estimation of the asymptotic covariance matrix. We address the robustness of these estimators in terms of their breakdown point. Comparison with the unweighted case is performed with some numerical studies. They highlight that optimal weights maximizing the relative efficiency have a bad impact on the breakdown point.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 112, May 2016, Pages 26–34
نویسندگان
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