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square root quantiles of the chi-squared distribution with q degrees of freedom. For ease of comparison, the center panel shows the MM’s QQ-plot truncated to the size of the MLE’s QQ-plot. The latter shows a very good fit of the norms to the chi-squared distribution, and therefore points out no suspect points, while the MM-estimate’s QQ-plot indicates some 30 possible outliers, i.e. about 16% of the data. 

The MLE’s norms are in general smaller than the MM-estimate’s norms, but this does not mean that the former gives a better fit, since here the residuals are normalized by the respective estimated residual dispersion matrices ̂ Σ$_{0}$ . Figure 24 

