Khalaf S Sultan
King Saud University
Saudi Arabia
Title: Robust regression analysis using re-descending M and MM estimators based on modified Cauchy function
Biography
Biography: Khalaf S Sultan
Abstract
The author has proposed the modify Cauchy function that can be used to develop re-descending M and MM estimators in robust regression. The proposed modified Cauchy estimator competes with Tukey’s bi-weight and Qadir’s beta resulting in its enhanced efficiency. In addition, to show the usefulness of the proposed technique, they carry out some Monte Carlo simulation experiments. Further, they apply the findings to some real data set.