Data/hora: 12/06/2024 00:25:16

Biblioteca(s): 	Embrapa Agricultura Digital.	
Data corrente: 	26/03/1998	
Data da última atualização: 	14/12/2010	
Autoria: 	GILCHRIST, R.; PORTIDES, G.	
Título: 	Using GLIM4 to estimate the tuning constant for Huber's M-estimate of location.	
Ano de publicação: 	1994	
Fonte/Imprenta: 	In: DUTTER, R.; GROSSMANN, W. (Ed.). Compstat: proceedings in computational statistics. [Hildeberg]: Physica-Verlag, 1994.	
Páginas: 	p. 251-256.	
ISBN: 	3-7908-0793-1	
Idioma: 	Inglês	
Conteúdo: 	Probably the best well known technique for the resistant estimation of a location parameter is Huber's (1964) proposal for an M-estimate of location for the e-contaminated Normal distribution. However, a disadvantage of this technique is the assumption that the amount of contamination, and hence the so called tuning constant is known, a priori. In the present paper the authors present huber's proposal and how it can be implemented using the iteratively te-weighted least dquares (IRLS) procedure used in GLIM4. A proposal for estimating the metioned tuning constant is presented and illustrated by some simulations using the GLIM4 package. The authors discuss generalisations of this method (i) in the GLM context and (ii) to be joint M-estimation of location and scale.	
Palavras-Chave: 	Simulation.	
Thesagro: 	Estatística; Simulação.	
Thesaurus Nal: 	Least squares; Statistics.	
Categoria do assunto: 	X Pesquisa, Tecnologia e Engenharia	
Registro original: 	Embrapa Agricultura Digital (CNPTIA)	
Exemplares: 	CNPTIA - (6837-1) - ADD - PL - PP - 519.50285 - BIE - 1998.00017 - DIS