Bias comparisons of robust estimators of scale parameter

MaRDI QIDQ2862624zbMATH OpenFDO

Authors D. Szatmari-Voicu

Publication date 18 November 2013

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/7725.htm

zbMATH Keywords

L-estimatorsM-estimatorsmaximum asymptotic biasrobust estimationscale parametershorth estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(7)

• The bias of \(k\)-step M-estimators
• Robust estimators of the mode and skewness of continuous data.
• Comparisons of asymptotic biases and variances ofm-estimators of scale under asymmetric contamination
• M-Estimators of Scale with Minimum Gross Errors Sensitivity
• Maxbias curves of robust scale estimators based on subranges
• Bias robust estimation of scale
• Parametric robustness: Small biases can be worthwhile

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