Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)
- 2004.11a
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- Pages.205-210
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- 2004
On Confidence Intervals of High Breakdown Regression Estimators
- Lee Dong-Hee (Department of Statistics, Korea University) ;
- Park YouSung (Department of Statistics, Korea University) ;
- Kim Kang-yong (Graduate Student, Department of Statistics, Korea University)
- Published : 2004.11.01
Abstract
A weighted self-tuning robust regression estimator (WSTE) has the high breakdown point for estimating regression parameters such as other well known high breakdown estimators. In this paper, we propose to obtain standard quantities like confidence intervals, and it is found to be superior to the other high breakdown regression estimators when a sample is contaminated