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
Content-Type: text/plain; charset="iso-8859-1"
It would help me considerably if I new the context of how this question
From: Zuofa Li [mailto:zuofali@HOTMAIL.COM]
Sent: Friday, May 14, 1999 4:34 PM
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
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