The Effectiveness of the Huber's Weight on Dispersion and Tuning Constant: A Simulation Study

Dispersion measurement and tuning constants are critical aspects of a model's robustness and efficiency. However, in the presence of outliers, the standard deviation is not a reliable measure of dispersion in Huber's weight. This research aimed to assess the efficacy of the Huber weight fu...

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Bibliographic Details
Main Authors: Intan Martina Md Ghani, Hanafi A Rahim
Format: Article
Language:English
Published: Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2023-06-01
Series:Scientific Annals of Economics and Business
Subjects:
Online Access:http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1656