Quantile estimation for a selected normal population

Abstract

In this paper simultaneous redescending M-estimates for scale and regression parameters are properly defined. The breakdown point of this estimates is derived. It is proved that these estimates are asynlptoticaliy normal and their cavariance matrix is obtained. These results show that simultaneous redescending M-estimates may combine high breakdown point and high asymptotic efficiency Under normal errors.

Keywords:

• robustness
• linear regression
• simultaneous M-estimates
• breakdown point
• efficiency