The local linear M-estimator with a robust initial estimate

淡江大學機構典藏 > 商管學院 > 統計學系暨研究所 > 期刊論文 > Item 987654321/20622

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题名:	The local linear M-estimator with a robust initial estimate
作者:	Hwang, Ruey-ching;鄧文舜;Deng, Wen-shuenn;Chu, Chih-kang
贡献者:	淡江大學統計學系
关键词:	local linear estimator;local linear M-estimator;Newton method;nonparametric regression;robust initial estimate;robustness
日期:	2006-12-01
上传时间:	2009-11-30 12:54:02 (UTC+8)
出版者:	中國統計學社
摘要:	In the field of nonparametric regression, the local linear M-estimator (LLM; Fan and Jiang 1999) is proposed to adjust for the unrobustness of the local linear estimator (LLE; Fan 1992, 1993). In practice, the LLM is often computed using Newton method together with an initial estimate produced by the LLE. However, by the unrobustness of the LLE, such initial estimate might be far from the global minimizer of M function. In this case, the Newton method might provide an incorrect solution for the LLM. To improve the drawback, a robust initial estimate for Newton method is proposed. Simulation results show that our robust initial estimate is useful when using Newton method to find a solution for the LLM.
關聯:	中國統計學報 44(4)，頁 382-401
显示于类别:	[統計學系暨研究所] 期刊論文

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