Abstract
In the last four decades statistics has seen the emergence and consolidation of many competitors of the Least Square estimator of β of (1.1.1). The most prominent are the so-called M- and R- estimators. The class of M-estimators was introduced by Huber (1973) and its computational aspects and some robustness properties are available in Huber (1981). The class of R-estimators is based on the ideas of Hodges and Lehmann (1963) and has been developed by Adichie (1967), Jurečková (1971) and Jaeckel (1972).
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© 2002 Springer Science+Business Media New York
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Koul, H.L. (2002). M, R and Some Scale Estimators. In: Weighted Empirical Processes in Dynamic Nonlinear Models. Lecture Notes in Statistics, vol 166. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-0055-7_4
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DOI: https://doi.org/10.1007/978-1-4613-0055-7_4
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