Simple and fast generalized - M (GM) estimator and its application to real data set

• Main Authors: Habshah Midi,, Jayanthi Arasan,, Ismaeel, Shelan Saied, Mohammed, Mohammed A
• Format: Article
• Language: English
• Published: Penerbit Universiti Kebangsaan Malaysia 2021
• Online Access: http://journalarticle.ukm.my/16924/1/26.pdf; http://journalarticle.ukm.my/16924/; https://www.ukm.my/jsm/malay_journals/jilid50bil3_2021/KandunganJilid50Bil3_2021.html

It is now evident that some robust methods such as MM-estimator do not address the concept of bounded influence function, which means that their estimates still be affected by outliers in the X directions or high leverage points (HLPs), even though they have high efficiency and high breakdown po...