ON THE MAXIMUM BIAS FUNCTIONS OF MM-ESTIMATES AND CONSTRAINED M-ESTIMATES OF REGRESSION By

@inproceedings{Berrendero2006ONTM,
  title={ON THE MAXIMUM BIAS FUNCTIONS OF MM-ESTIMATES AND CONSTRAINED M-ESTIMATES OF REGRESSION By},
  author={J. R. Berrendero and Beatriz V. M. Mendes and David E. Tyler},
  year={2006}
}
We derive the maximum bias functions of the MM -estimates and the constrained M -estimates or CM -estimates of regression and compare them to the maximum bias functions of the S -estimates and the τ -estimates of regression. In these comparisons, the CM -estimates tend to exhibit the most favorable bias-robustness properties. Also, under the Gaussian model, it is shown how one can construct a CM -estimate which has a smaller maximum bias function than a given S -estimate, that is, the resulting… CONTINUE READING

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