Robust scale estimation based on the empirical characteristic function

DOI10.1016/0167-7152(94)00221-SMaRDI QIDQ1907908zbMATH OpenFDO

Authors Marianthi Markatou, Joel Horowitz, Russell V. Lenth

Publication date 13 February 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitystrong consistencyrobustnessinfluence functionbreakdown pointlocation-scale familyaffine equivarianceempirical characteristic functionabsolutely continuous distributionscale parameter

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

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Cites work

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• scientific article; zbMATH DE number 3335619 (Why is no real title available?)
• A General Qualitative Definition of Robustness
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• Alternatives to the Median Absolute Deviation
• An angular approach for linear data
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function
• Limit behaviour of the empirical characteristic function
• On the estimation of slope and the identification of outliers in linear regression
• Robust Statistics
• Robust scale estimation based on the empirical characteristic function
• Robust scale estimation in the error‐components model using the empirical characteristic function
• Sparse components of images and optimal atomic decompositions
• The Influence Curve and Its Role in Robust Estimation
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Cited in

(9)

• The probability weighted characteristic function and goodness-of-fit testing
• Robust estimators of scale function
• Robust scale estimation based on the empirical characteristic function
• Robust scale estimation in the error‐components model using the empirical characteristic function
• A robust scale estimator based on pairwise means
• A reinvestigation of robust scale estimation in finite samples
• Estimation of block sparsity in compressive sensing
• scientific article; zbMATH DE number 833425 (Why is no real title available?)
• Specification tests in mixed effects models

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