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Generalized S-Estimators

Generalized S-Estimators

Abstract Abstract In this article we introduce a new type of positive-breakdown regression method, called a generalized S-estimator (or GS-estimator), based on the minimization of a generalized M-estimator of residual scale. We compare the class of GS-estimators with the usual S-estimators, including least median of squares. It turns out that …