THEORETIC RESEARCH ON ROBUSTIFIED LEAST SQUARES ESTIMATOR BASED ON EQUIVALENT VARIANCE-COVARIANCE

Depending on analyzing the abuse of equivalent weights, a set of self-contained theory system on robust estimation based on equivalent variance-covariance is established, which includes ϱ function, φ function, equivalent variance-covariance function, influence function and breakdown point. And an example is given to verify that the robust models proposed in this paper are reliable and correct.