Robust scale estimation based on the empirical characteristic function

DOI10.1016/0167-7152(94)00221-SzbMATH Open0837.62027MaRDI QIDQ1907908FDOQ1907908

Authors: Marianthi Markatou, Joel Horowitz, Russell V. Lenth 

Publication date: 13 February 1996

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

Recommendations

• Robust scale estimation in the error‐components model using the empirical characteristic function
• Publication:5748736
• Robust estimators of scale function
• Robust \(M\)- and \(L\)-estimators of scale parameter
• A robust scale estimator based on pairwise means

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)

Cites Work

• Title not available (Why is that?)
• Robust Statistics
• Alternatives to the Median Absolute Deviation
• A General Qualitative Definition of Robustness
• The Influence Curve and Its Role in Robust Estimation
• Title not available (Why is that?)
• Sparse components of images and optimal atomic decompositions
• The integrated squared error estimation of parameters
• Limit behaviour of the empirical characteristic function
• Robust scale estimation based on the empirical characteristic function
• Title not available (Why is that?)
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• Title not available (Why is that?)
• On the estimation of slope and the identification of outliers in linear regression
• An angular approach for linear data
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function
• Robust scale estimation in the error‐components model using the empirical characteristic function

Cited In (9)

• The probability weighted characteristic function and goodness-of-fit testing
• A reinvestigation of robust scale estimation in finite samples
• Robust estimators of scale function
• Robust scale estimation based on the empirical characteristic function
• Estimation of block sparsity in compressive sensing
• Title not available (Why is that?)
• Specification tests in mixed effects models
• A robust scale estimator based on pairwise means
• Robust scale estimation in the error‐components model using the empirical characteristic function

This page was built for publication: Robust scale estimation based on the empirical characteristic function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1907908)