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Moberg, et-al. adaptive M-estimation Procedures: Adequacy and Alternative Approach
by
Nethal K. Jajo
Australian Careers Business College
Coauthors: Xizhi Wu (Renmin University of China), Kenan M. Matawie (University of Sydney)
Moberg, et al., (1980) adaptive M-estimation procedure depends heavily on the measures of the skewness and tailweight . The sensitivity of Moberg, et al. procedure to skewness measure was shown using a particular bimodal distribution for errors in linear regression. Properties of this particular distribution have been exploited and investigated; for this type of errors distribution we developed an alternative procedure for choosing the Y function. Results and performance of the procedure is presented via simulation.
Date received: September 9, 2001
Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cagd-58.