Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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L$_\infty$-estimation based Algorithm for the Least Median of Squares Estimator

  • Bu Young Kim (Associate Professor, Department of Statistics, Sookmyung Women's University, Seoul 140-742, Korea)
  • Published : 1996.08.01
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Abstract

This article is concerned with the algorithms for the least median of squares estimator. An algorithm based on the $L{\infty}$ .inf.-estimation procedure is proposed in an attempt to improve the optimality of the estimate. And it is shown that the proposed algorithm yields more optimal estimate than the traditional resampling algorithms. The proposed algorithm employs a linear scaling transformation at each iteration of the$L{\infty}$-algorithm to deal with its computational inefficiency problem.

Keywords

References

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