Date:         Fri, 14 May 1999 17:44:12 -0500
Reply-To:     "Seltzer, Jon" <SeltzerJD@PHIBRED.COM>
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         "Seltzer, Jon" <SeltzerJD@PHIBRED.COM>
Subject:      Re: Questions on M-estimators-This Answers
Comments: To: SAS-L@LISTSERV.VT.EDU
Content-Type: text/plain; charset="iso-8859-1"

It would help me considerably if I new the context of how this question
arose.
 
-----Original Message-----
From: Zuofa Li [mailto:zuofali@HOTMAIL.COM]
Sent: Friday, May 14, 1999 4:34 PM
To: SAS-L@VM.MARIST.EDU
Subject: Questions on M-estimators
 
 
I have the following questions:
 
1) Are estimates from Huber M-estimator asymptotically normal? Could you
provide a proof if the answer is Yes?
2) How could I compute confidence intervals for estimates from Huber
M-estimator, especially when there are outliers in observations?
 
Your answer to my questions at your earliest convenience would be greatly
appreciated.
 
Regards,
 
Zuofa Li
zli@hotmail.com
 
 
_______________________________________________________________
Get Free Email and Do More On The Web. Visit http://www.msn.com