Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                

About: Redescending M-estimator

An Entity of Type: Thing, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

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.

thumbnail
Property Value
dbo:abstract
  • 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 , they do not suffer from a masking effect. They are efficient because they completely reject gross outliers, and do not completely ignore moderately large outliers (like median). (en)
dbo:thumbnail
dbo:wikiPageID
  • 16663213 (xsd:integer)
dbo:wikiPageLength
  • 3856 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 1066541067 (xsd:integer)
dbo:wikiPageWikiLink
dbp:wikiPageUsesTemplate
dcterms:subject
gold:hypernym
rdfs:comment
  • 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. (en)
rdfs:label
  • Redescending M-estimator (en)
owl:sameAs
prov:wasDerivedFrom
foaf:depiction
foaf:isPrimaryTopicOf
is dbo:wikiPageRedirects of
is dbo:wikiPageWikiLink of
is foaf:primaryTopic of
Powered by OpenLink Virtuoso    This material is Open Knowledge     W3C Semantic Web Technology     This material is Open Knowledge    Valid XHTML + RDFa
This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License