Redescending M-estimator

id: redescending-m-estimator-306-3980597
title: Redescending M-estimator
text: In statistics, redescending M-estimators are Ψ-type M-estimators which have ψ functions that are non-decreasing near the origin, but decreasing toward 0 far from the origin. Their ψ functions can be chosen to redescend smoothly to zero, so that they usually satisfy ψ(x) = 0 for all x with |x| > r, where r is referred to as the minimum rejection point. Due to these properties of the ψ function, these kinds of estimators are very efficient, have a high breakdown point and, unlike other outlier rej
brand slug: wiki
category slug: encyclopedia
description:
original url: https://en.wikipedia.org/wiki/Redescending_M-estimator
date created:
date modified: 2024-04-18T03:54:35Z
main entity: {"identifier":"Q7305795","url":"https://www.wikidata.org/entity/Q7305795"}
image:
fields total: 13
integrity: 13

Related Entries

Explore Next Part