Robust scale estimation based on the empirical characteristic function

DOI10.1016/0167-7152(94)00221-SzbMath0837.62027MaRDI QIDQ1907908

Joel L. Horowitz, Marianthi Markatou, Russell V. Lenth

Publication date: 13 February 1996

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

zbMATH Keywords

robustnessasymptotic normalityinfluence functionempirical characteristic functionstrong consistencybreakdown pointaffine equivariancescale parameterlocation-scale familyabsolutely continuous distribution

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Estimation of block sparsity in compressive sensing ⋮ Robust scale estimation based on the empirical characteristic function ⋮ The probability weighted characteristic function and goodness-of-fit testing ⋮ Robust scale estimation in the error‐components model using the empirical characteristic function ⋮ Specification tests in mixed effects models

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