On locally uniformly linearizable high breakdown location and scale functionals

DOI10.1214/AOS/1024691090MaRDI QIDQ1807100zbMATH OpenOpenAlexFDO

Authors Laurie Davies

Publication date 9 November 1999

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

Full work available at URL https://doi.org/10.1214/aos/1024691090

zbMATH Keywords

stabilitycoarseninguniform asymptoticsuniform bootstrappinguniform linearizability

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
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• Data. A collection of problems from many fields for the student and research worker
• Descriptive statistics for non-parametric models. III: Dispersion
• Efficient high-breakdown \(M\)-estimators of scale
• Functional calculus and asymptotic theory for statistical analysis
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust asymptotic statistics
• The Breakdown Points of the Mean Combined with Some Rejection Rules
• The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
• Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations

Cited in

(8)

• Uniform asymptotics for robust location estimates when the scale is unknown
• Differentiability of \(t\)-functionals of location and scatter
• Optimal robust \(M\)-estimates of location
• Uniform asymptotics for S- and MM-regression estimators
• Uniform strong consistency of robust estimators.
• Estimators of Influence Function
• A note on the uniform asymptotic normality of location M-estimates
• Another approach to asymptotics and bootstrap of randomly trimmed means

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