Abstract

The concept of robustness in statistics is examined. Starting from the concepts of the breakdown point and equivariance properties of an estimator, the desired equivariance properties for shape fitting are defined, and high breakdown point methods with these properties are found. >

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.