The bias of k-step M-estimators

DOI10.1016/0167-7152(94)90133-3zbMATH Open0801.62036OpenAlexW2041648143MaRDI QIDQ1336930FDOQ1336930

Christophe Croux, Peter Rousseeuw

Publication date: 6 November 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90133-3

zbMATH Keywords

efficiencyrobustnessbreakdown pointlocationscale\(k\)-step \(M\)-estimatorsbias curves

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust Statistics
• Least Median of Squares Regression
• Alternatives to the Median Absolute Deviation
• Robust Estimates of Location: Survey and Advances
• Min-max bias robust regression
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator

Cited In (17)

• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Unconventional features of positive-breakdown estimators
• Asymptotic misspecification biases for heckman's two step estimator
• Fast highly efficient and robust one-step \(M\)-estimators of scale based on \(Q_n\)
• The asymptotics for studentized K-Step M-Estimators of location
• A note on the bias of \(L\)-estimators and a bias reduction procedure
• Algorithm 1034: an accelerated algorithm to compute the \(Q_n\) robust statistic, with corrections to constants
• An alternative definition of the influence function.
• One-stepM-estimators: Jones and Faddy's skewedt-distribution
• Breakdown properties of location \(M\)-estimators
• A Measure of Directional Outlyingness With Applications to Image Data and Video
• On the explosion rate of maximum-bias functions
• Functional stability of one-step GM-estimators in approximately linear regression
• Fast Robust Correlation for High-Dimensional Data
• Globul robustness of location and dispersion estimates
• RobustM-estimators of scale: Minimax bias versus maximal variance
• The \(k\)-step spatial sign covariance matrix

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