Fast highly efficient and robust one-step M-estimators of scale based on Q_n

DOI10.1016/J.CSDA.2014.04.013MaRDI QIDQ1623635zbMATH OpenOpenAlexFDO

Authors P. O. Smirnov, G. L. Shevlyakov

Publication date 23 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2014.04.013

zbMATH Keywords

\(M\)-estimatorinfluence functionrobustnessscale estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• Alternatives to the Median Absolute Deviation
• Descriptive statistics for non-parametric models. III: Dispersion
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Robust Statistics
• The bias of \(k\)-step M-estimators

Cited in

(3)

• Alternatives to the Median Absolute Deviation
• Robust interval forecasting algorithm based on a probabilistic cluster model
• Online analysis of time series by the \(Q_n\) estimator

Describes a project that uses

Uses Software

• Find
• robcor

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