Efficient high-breakdown \(M\)-estimators of scale

DOI10.1016/0167-7152(94)90005-1zbMath0791.62034OpenAlexW2052751071MaRDI QIDQ1324561

Christophe Croux

Publication date: 24 May 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90005-1

zbMATH Keywords

robustnessinfluence functionbreakdown pointefficient high break down point estimatorsGaussian scale modelM-estimators of scale

Mathematics Subject Classification ID

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

Related Items (17)

On the Optimality of Multivariate S-Estimators ⋮ Positive-breakdown regression by minimizing nested scale estimators ⋮ Robust and efficient estimation of the residual scale in linear regression ⋮ Maximum Deviation Curves for Location Estimators ⋮ Non-parametric estimation of historical volatility ⋮ Robust functional principal components: a projection-pursuit approach ⋮ Influence function of projection-pursuit principal components for functional data ⋮ High breakdown estimators for principal components: the projection-pursuit approach revis\-ited ⋮ The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale ⋮ Robust inference for nonlinear regression models ⋮ Robust estimation for the multivariate linear model based on a \(\tau\)-scale ⋮ On locally uniformly linearizable high breakdown location and scale functionals ⋮ Principal component analysis for data containing outliers and missing elements ⋮ Some results for robust GM-based estimators in heteroscedastic regression models ⋮ On the explosion rate of maximum-bias functions ⋮ General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study ⋮ Unconventional features of positive-breakdown estimators

Cites Work

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• Bias robust estimation of scale
• On the optimality of S-estimators
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Alternatives to the Median Absolute Deviation
• Robust Statistics

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