01168naa a2200193 a 450000100080000000500110000800800410001902000180006010000180007824500600009626000090015630000160016552005950018165000180077665000150079465000170080965300210082677301270084710062202010-12-14       1994    bl uuuu     u00u1 u    #d  a3-7908-0793-11 aMULLER, C. H.  aOn the calculation of MSE minimizing robust estimators.  c1994  ap. 257-262.  aA conditionally contaminated linear model y=xTB+z is considered where the errors z may have different contaminated normal distributions for different experimental conditions x. At this model one-step M-estimators have an asymptotic bias which should be bounded for robust estimators. For designs which have a support of linearly independent regressors, an algorithm for the calculation of one-step M-estimators which minimize the asymptotic mean squared error (MSE) is presented. The results of this algorithm are given for quadratic regression and for a problem in a one-way lay-out model.  aLinear models  aStatistics  aEstatística  aModelos lineares  tIn: DUTTER, R.; GROSSMANN, W. (Ed.). Compstat: proceedings in computational statistics. [Hildeberg]: Physica-Verlag, 1994.