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

DOI10.1016/j.csda.2014.04.013zbMath1506.62169OpenAlexW1997265538MaRDI QIDQ1623635

Pavel O. Smirnov, Georgy 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

robustnessinfluence function\(M\)-estimatorscale estimation

Mathematics Subject Classification ID

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

Related Items (1)

Robust interval forecasting algorithm based on a probabilistic cluster model

Uses Software

• Find
• robcor

Cites Work

• Descriptive statistics for non-parametric models. III: Dispersion
• The bias of \(k\)-step M-estimators
• Alternatives to the Median Absolute Deviation
• Robust Statistics
• Unnamed Item

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