Optimal robust M-estimates of location

DOI10.1214/AOS/996986506zbMATH Open1029.62019OpenAlexW2018038591MaRDI QIDQ1848859FDOQ1848859

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

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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)

Cites Work

• Robust Estimation of a Location Parameter
• Robust Statistics
• The Influence Curve and Its Role in Robust Estimation
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• Do robust estimators work with real data?
• Robust asymptotic statistics
• Efficiency-constrained bias-robust estimation of location
• On locally uniformly linearizable high breakdown location and scale functionals
• Robust confidence limits
• Bounded-Influence Regression via Local Minimax Mean Squared Error

Cited In (34)

• Huberian function applied to neurodegenerative disorder gait rhythm
• Parametric estimation with a class of \(M\)-estimators
• Change point detection with robust control chart
• Noise benefits to robust M-estimation of location in dependent observations
• Optimal robust M-estimators using Rényi pseudodistances
• Robust simultaneous inference for the mean function of functional data
• Conditional robustness in location estimation
• Robust simultaneous estimation of location parameters
• Best monotone M-estimators
• Uniform strong consistency of robust estimators.
• Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods
• \(M\)-processes and applications
• On semiparametric \(M\)-estimation in single-index regression
• Robust nonparametric inference for the median
• Globally robust confidence intervals for simple linear regression
• Uniform asymptotics for robust location estimates when the scale is unknown
• Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location
• Robust nonparametric confidence intervals and tests for the median in the presence of \((c,\gamma )\)-contamination
• Convergence of the optimal M-estimator over a parametric family of M-estimators
• Title not available (Why is that?)
• Globally robust inference for the location and simple linear regression models
• Asymptotic linear expansion of regularized M-estimators
• Infinitesimally robust estimation in general smoothly parametrized models
• Title not available (Why is that?)
• The most stable estimator of location under integrable contaminants
• Title not available (Why is that?)
• 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
• Estimation of regression parameters in the presence of outliers in the response
• Title not available (Why is that?)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Optimal robust estimates using the Kullback-Leibler divergence
• A note on the uniform asymptotic normality of location M-estimates

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