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redescending
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Definitions of redescending in various dictionaries:
verb - to come or go down
REDESCENDING - In statistics, Redescending M-estimators are Ψ-type M-estimators which have ψ functions that are non-decreasing near the origin, but decreasing tow...
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In statistics, Redescending M-estimators are Ψ-type M-estimators which have ψ functions that are non-decreasing near the origin, but decreasing toward 0 far from the origin. Their ψ functions can be chosen to redescend smoothly to zero, so that they usually satisfy ψ(x) = 0 for all x with |x| > r, where r is referred to as the minimum rejection point. * Due to these properties of the ψ function, these kinds of estimators are very efficient, have a high breakdown point and, unlike other outlier rejection techniques, they do not suffer from a masking effect. They are efficient because they completely reject gross outliers, and do not completely ignore moderately large outliers (like median). |