Setting M-Estimation Parameters for Detection and Treatment of Influential Values

Setting M-Estimation Parameters for Detection and Treatment of Influential Values

Recent research on the use of M-estimation methodology for detecting and treating verified influential values in economic surveys found that initial parameter settings affect effectiveness. In this article, we explore the basic question of how to develop initial settings for the M-estimation paramet...

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Bibliographic Details
Main Authors: Mulry Mary H., Kaputa Stephen, Thompson Katherine J.
Format: Article
Language:English
Published: Sciendo 2018-06-01
Series:Journal of Official Statistics
Subjects:
outlier
economic surveys
monthly wholesale trade survey
Online Access:https://doi.org/10.2478/jos-2018-0022

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