Robustness properties of dispersion estimators (Q1962130): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust estimation and outlier detection with correlation coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139456 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999358 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: The change-of-variance function of \(M\)-estimators of scale under general contamination / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Influence Curve and Its Role in Robust Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency property of elliptical probability density functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Highly Robust Estimation of the Autocovariance Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3870155 / rank
 
Normal rank

Latest revision as of 11:30, 29 May 2024

scientific article
Language Label Description Also known as
English
Robustness properties of dispersion estimators
scientific article

    Statements

    Robustness properties of dispersion estimators (English)
    0 references
    0 references
    0 references
    17 July 2000
    0 references
    \(M\)-estimators
    0 references
    asymptotic variance
    0 references
    \(B\)-robust
    0 references
    most \(B\)-robust
    0 references
    influence function
    0 references
    covariance
    0 references
    correlation
    0 references

    Identifiers