content_image/316152.jpg
<img src='content_image/316152.jpg'>

those of the MLE. For reasons of scale, in each QQ-plot the observations with the 12 largest absolute prediction errors were omitted. We can see that most points lie below the identity line representing the identity function, showing that the MM-estimate provides a better prediction for the bulk of the data. 

## 10 Conclusions 

In this paper we have presented MM-estimates for the multivariate linear model and showed that they maintain the same good theoretical properties as in the univariate case, such as a high breakdown point and high Gaussian efficiency. The simulation study indicates that it has the desired high efficiency, and that its behavior is in general similar, and in several situations superior, to that of the τ -estimate; it is also more efficient, and in most situations more robust, than the S-estimate. In the example with real data, our MM-estimate gives a good fit to the bulk of the data, pointing out the existence of atypical points, and shows a 

