On the maximum bias functions of MM-estimates and constrained M-estimates of regression
回归 MM 估计与约束 M 估计的最大偏差函数
We derive the maximum bias functions of the MM-estimates and the constrained M-estimates or CM-estimates of regression and compare them to the maximum bias functions of the S-estimates and the τ-estimates of regression. In these comparisons, the CM-estimates tend to exhibit the most favorable bias-robustness properties. Also, under the Gaussian model, it is shown how one can construct a CM-estimate which has a smaller maximum bias function than a given S-estimate, that is,…