A0352
Title: Coping with level and character of contamination by SW-estimator
Authors: Jan Amos Visek - Charles University in Prague (Czech Republic) [presenting]
Abstract: A new estimator inheriting (hopefully) pros and removing cons of the $S$\textit{-estimator} and the \textit{least weighted squares} is proposed. It allows for both, a weight function $w$ as well as for an objective function $\rho$ which need not be bounded. The conditions for consistency and asymptotic representation are recalled. The combination of the weight function with the objective function allows to accommodate the estimator to the level and character of contamination. The results of simulation studies confirm it.
