The characteristic line of a security or portfolio relates its rate of return to that of a "market portfolio." Several investigators have suggested the desirability of obtaining such a line by ...
The second example involves data artificially generated to contain two clusters and several severe outliers. A preliminary analysis specifies twenty clusters and outputs an OUTSEED= data set to be ...
The local median regression method has long been known as a robustified alternative to methods such as local mean regression. Yet, its optimal statistical properties are largely unknown. In this paper ...