期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2005
卷号：1
期号：1
页码：49-64
DOI：10.1234/pjsor.v1i1.116
出版社：College of Statistical and Actuarial Sciences
摘要：A new P-function is proposed in the family of smoothly redescending M-estimators. The Shi-function associated with this new P-function attains much more linearity in its central section before it redescends, compared to other P-functions such as those of Andrews sine, Tukey’s biweight and Qadir’s beta function resulting in its enhanced efficiency. The iteratively reweighted least squares (IRLS) method based on the proposed ρ-function clearly detects outliers and ignoring those outliers refines the subsequent analysis. Three examples selected from the relevant literature, are used for illustrative purposes. A comparative simulation study has been conducted to evaluate its general applications. The proposed weighted least squares (WLS) method indeed achieves the goals for which it is constructed, for it gives quite improved results in all situations and is able to withstand substantial amount of outliers.
