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Theory Research on Robustified Least Squares Estimator based on Equivalent Variance-Covariance

LIU Jing nan,YAO Yi bin,SHI Chuang(Wuhan University,129 Luoyu Road,Wuhan,China,430079)  
Depend on analyzing the abuse of equivalent weights, a set of self contained theory system on robust estimation based on equivalent variance covariance are established, which include function,equivalent variance covariance function、influence function and breakdown point. And a small example is given to verify the robust model proposed in this paper are reliable and correct.
【CateGory Index】: P207
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