Bias robust estimation of scale

DOI10.1214/AOS/1176349161MaRDI QIDQ688401zbMATH OpenOpenAlexFDO

Authors Ruben H. Zamar, R. Douglas Martin

Publication date 19 May 1994

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349161

zbMATH Keywords

robust estimationlocation-scale familyMonte Carlo studymedian of absolute residuals\(M\)-estimatesasymptotic functionalscontaminated Gaussian datacontamination neighborhoodfinite sample size mean squared error propertiesHuber's Proposal 2 joint estimateslocation residualsmaximum asymptotic biasmin-max bias robust estimates of scalescale estimatesshortest half of the data

Mathematics Subject Classification ID

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

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Cited in

(35)

• Maxbias curves of robust scale estimators based on subranges
• Uniform asymptotics for robust location estimates when the scale is unknown
• Robust functional principal components: a projection-pursuit approach
• Robust estimation in very small samples.
• SMALL SAMPLE BIAS CORRECTION FOR HUBER'S PROPOSAL-2 SCALE M-ESTIMATOR
• Comparisons of asymptotic biases and variances ofm-estimators of scale under asymmetric contamination
• Robust and efficient estimation of the residual scale in linear regression
• Maximum bias curves for robust regression with non-elliptical regressors
• Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures
• Biased extensive measurement: the general case
• Globul robustness of location and dispersion estimates
• Bias comparisons of robust estimators of scale parameter
• RobustM-estimators of scale: Minimax bias versus maximal variance
• Uniform asymptotics for S- and MM-regression estimators
• Change point detection with robust control chart
• Bias-robustL-estimators of a scale parameter
• Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates
• A robust scale estimator based on pairwise means
• Fast highly efficient and robust one-step \(M\)-estimators of scale based on \(Q_n\)
• Robust estimators of the mode and skewness of continuous data.
• Efficient high-breakdown \(M\)-estimators of scale
• Globally robust inference for the location and simple linear regression models
• A reinvestigation of robust scale estimation in finite samples
• Outlier resistance in small samples
• scientific article; zbMATH DE number 4182599 (Why is no real title available?)
• On the global robustness of generalized S-estimators
• Asymptotic minimax properties of M-estimators of scale
• Globally robust confidence intervals for simple linear regression
• A Measure of Directional Outlyingness With Applications to Image Data and Video
• On the Bias-Robustness in the Location Model II
• M-Estimators of Scale with Minimum Gross Errors Sensitivity
• Robust filtering of time series with trends
• Bias robustness of three median-based regression estimates.
• A robust scale estimator based on the shortest half
• Some properties of the length of the shortest half

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