Most robust M-estimators in the infinitesimal sense

DOI10.1007/BF00531623zbMath0491.62031MaRDI QIDQ3952998

Peter J. Rousseeuw

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Schwartz distributionrobust M-estimatorsredescending M-estimatorschange-of-variance curvemedian-type tanh-estimatormost B-robustmost V-robustoptimal infinitesimal robustness

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Distributions, generalized functions, distribution spaces (46F99)

Related Items (7)

Variance etable r-estimators ⋮ Stochastic Ordering of Likelihood Ratios and Partial Sufficiency ⋮ Limit behavior of the empirical influence function of the median ⋮ On the bias–robustness in the location model I ⋮ On the Bias-Robustness in the Location Model II ⋮ Change-of-variance sensitivities in regression analysis ⋮ The change-of-variance function for dependent data

Cites Work

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• Maximizing the variance of M-estimators using the generalized method of moment spaces
• Robust estimation of a location parameter in the presence of asymmetry
• Upper bounds on asymptotic variances of M-estimators of location
• A new infinitesimal approach to robust estimation
• The Change-of-Variance Curve and Optimal Redescending M-Estimators
• The Influence Curve and Its Role in Robust Estimation
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances
• Robust Statistics

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