4.4 The restricted M-estimator is a solution either of minimization (4.25) or of minimization (4.28) under the

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4.4 The restricted M-estimator is a solution either of minimization (4.25) or of minimization (4.28) under the linear constraint A = c (4.78)

where A is a q Ă— p matrix of full rank and c 2 Rp. The relation (4.78) can be our hypothesis and we are interested in the behavior of the estimator in the hypothetical situation.

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Robust Statistical Methods With R

ISBN: 9781032092607

2nd Edition

Authors: Jana Jurecková, Jan Picek, Martin Schindler

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