Robustness against unexpected dependence in the location model

DOI10.1016/0167-7152(90)90148-ZzbMath0694.62016OpenAlexW2037009873MaRDI QIDQ909382

Ruben H. Zamar

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90148-z

zbMATH Keywords

measure of dependenceHuber's type M-estimate with psi- functionmin-max asymptotic variance approachmost bias-robust estimate of locationmost variance-robustRobustness of M-estimates of locationsample median score function

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

One‐step M‐estimators in the linear model, with dependent errors ⋮ Robust sequential designs for nonlinear regression ⋮ The change-of-variance function for dependent data

Cites Work

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• Min-max asymptotic variance of M-estimates of location when scale is unknown
• Robust estimation in dependent situations
• Further remarks on robust estimation in dependent situations
• Robustness of design against autocorrelation in time I: Asymptotic theory, optimality for location and linear regression
• Robust Estimation of a Location Parameter

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