Optimal robust M-estimates of location

DOI10.1214/AOS/996986506MaRDI QIDQ1848859zbMATH OpenOpenAlexFDO

Authors Ruben H. Zamar, Ricardo Fraiman, Victor J. Yohai

Publication date 14 November 2002

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

Full work available at URL https://doi.org/10.1214/aos/996986506

zbMATH Keywords

M-estimatesrobust locationminimax intervals

Mathematics Subject Classification ID

Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• Bounded-Influence Regression via Local Minimax Mean Squared Error
• Do robust estimators work with real data?
• Efficiency-constrained bias-robust estimation of location
• On locally uniformly linearizable high breakdown location and scale functionals
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust asymptotic statistics
• Robust confidence limits
• The Influence Curve and Its Role in Robust Estimation

Cited in

(34)

• A note on the uniform asymptotic normality of location M-estimates
• Huberian function applied to neurodegenerative disorder gait rhythm
• Parametric estimation with a class of \(M\)-estimators
• Change point detection with robust control chart
• Optimal robust M-estimators using Rényi pseudodistances
• Noise benefits to robust M-estimation of location in dependent observations
• Robust simultaneous inference for the mean function of functional data
• Robust simultaneous estimation of location parameters
• Conditional robustness in location estimation
• Uniform strong consistency of robust estimators.
• Best monotone M-estimators
• Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods
• \(M\)-processes and applications
• Robust nonparametric inference for the median
• On semiparametric \(M\)-estimation in single-index regression
• Globally robust confidence intervals for simple linear regression
• Uniform asymptotics for robust location estimates when the scale is unknown
• Robust nonparametric confidence intervals and tests for the median in the presence of (c, )-contamination
• Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location
• Convergence of the optimal M-estimator over a parametric family of M-estimators
• Globally robust inference for the location and simple linear regression models
• scientific article; zbMATH DE number 4088728 (Why is no real title available?)
• Asymptotic linear expansion of regularized M-estimators
• Infinitesimally robust estimation in general smoothly parametrized models
• scientific article; zbMATH DE number 679505 (Why is no real title available?)
• The most stable estimator of location under integrable contaminants
• scientific article; zbMATH DE number 4001206 (Why is no real title available?)
• The cost of not knowing the radius
• Bias robustness of three median-based regression estimates.
• Extension of the tuning constant in the Huber's function for robust modeling of piezoelectric systems
• scientific article; zbMATH DE number 3868429 (Why is no real title available?)
• Estimation of regression parameters in the presence of outliers in the response
• Optimal robust estimates using the Kullback-Leibler divergence
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001

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