S-estimator
id:
s-estimator-198-10102312
title:
S-estimator
text:
The goal of S-estimators is to have a simple high-breakdown regression estimator, which share the flexibility and nice asymptotic properties of M-estimators. The name "S-estimators" was chosen as they are based on estimators of scale. We will consider estimators of scale defined by a function ρ , which satisfy R1 – ρ is symmetric, continuously differentiable and ρ = 0 .
R2 – there exists c > 0 such that ρ is strictly increasing on [ c , ∞ ] For any sample { r 1 , . . . , r n } of real numbers, w
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/S-estimator
date created:
date modified:
2021-06-15T14:59:11Z
main entity:
{"identifier":"Q25344749","url":"https://www.wikidata.org/entity/Q25344749"}
image:
fields total:
13
integrity:
13