Robustness properties of dispersion estimators
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Publication:1962130
DOI10.1016/S0167-7152(99)00025-5zbMath0940.62028MaRDI QIDQ1962130
Publication date: 17 July 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
correlation; influence function; asymptotic variance; covariance; \(M\)-estimators; \(B\)-robust; most \(B\)-robust
62H12: Estimation in multivariate analysis
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
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Cites Work
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- Highly Robust Estimation of the Autocovariance Function
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
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- Robust Statistics