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A note on the uniqueness of M‐ Lestimators in robust regression
Author(s) -
Crisp Adam,
Burridge Jim
Publication year - 1993
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315812
Subject(s) - estimator , uniqueness , robust regression , econometrics , regression , statistics , regression analysis , linear regression , mathematics , computer science , mathematical analysis
Abstract A method of examining the uniqueness of estimates is reviewed, which we show to be flawed in that it neglects a continuity problem that can arise when simultaneously estimating the scale and regression parameters.