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A New Efficient Redescending M- Estimator: Alamgir Redescending M-estimator

Author Affiliations

  • 1Department of Statistics, University of Peshawar, PAKISTAN
  • 2 Department of Statistics, Islamia College University Peshawar, PAKISTAN

Res. J. Recent Sci., Volume 2, Issue (8), Pages 79-91, August,2 (2013)


The ordinary least squares (OLS) estimators are very sensitive to the presence of outliers in the data. Several robust methods have been suggested by researchers to cope with this problem. In this paper we propose a new redescending M- estimator, called Alamgir redescending M- estimator. Its performance is compared with other robust estimators and also with OLS using simulation studies. Real data examples have been presented to evaluate the performance of the proposed estimator.


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