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Insha’s Redescending M-estimator for Robust Regression: A Comparative Study

Insha’s Redescending M-estimator for Robust Regression: A Comparative Study

In this paper we present a new redescending M-estimator "Insha's estimator" for robust regression and outliers detection that overcomes some drawbacks of other M-estimators for robust regression and outliers detection, such as destruction of the good observations and lack of simplicity in applications. The Ψ-function associated with the proposed estimator …