A smoothing principle for the Huber and other location \(M\)-estimators

DOI10.1016/J.CSDA.2010.05.001zbMath1247.62058DBLPjournals/csda/HampelHR11OpenAlexW2064301386WikidataQ60471573 ScholiaQ60471573MaRDI QIDQ452579

Frank Hampel, Elvezio Ronchetti, Christian Hennig

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.05.001

zbMATH Keywords

medianMADbreakdown pointrobust estimationCauchy distributiondouble exponential distributionHuber's least favourable distributionML-estimatorPitman estimatorsmall sample asymptotics

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (14)

Robust estimation for survival partially linear single-index models ⋮ \(M\)-type penalized splines with auxiliary scale estimation ⋮ M-estimator based unit root tests in the ESTAR framework ⋮ Unnamed Item ⋮ Renewable Huber estimation method for streaming datasets ⋮ Higher-Order Infinitesimal Robustness ⋮ The generalized sigmoidal quantile function ⋮ Gaussian differentially private robust mean estimation and inference ⋮ Robust tests for equality of regression curves based on characteristic functions ⋮ Consistency of the elastic net under a finite second moment assumption on the noise ⋮ Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators ⋮ Unnamed Item ⋮ Penalized unimodal spline density estimation with application to \(M\)-estimation ⋮ The Extent of Gross Errors Eliminated by Robust Multiple Linear Regressions

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the finite sample breakdown points of redescending \(M\)-estimates of location
• Robust estimation in very small samples.
• The Pitman estimator of the Cauchy location parameter
• A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
• On a formula for the distribution of the maximum likelihood estimator
• Saddlepoint approximations for estimating equations
• Improved estimators for the location of double exponential distribution
• Saddle point approximation for the distribution of the sum of independent random variables
• Small-sample asymptotic distributions of M-estimators of location
• Higher-order approximations for pitman estimators and for optimal compromise estimators
• Robust Statistics
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances
• THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
• Robust Statistics

This page was built for publication: A smoothing principle for the Huber and other location \(M\)-estimators