Globul robustness of location and dispersion estimates

DOI10.1016/S0167-7152(98)00292-2zbMath0940.62029OpenAlexW2040428050MaRDI QIDQ1962163

Ruben H. Zamar, José R. Berrendero

Publication date: 17 July 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00292-2

zbMATH Keywords

locationbreakdown pointexplosion ratescale\(M\)-estimatesbias robustnessmaxbias curve

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Maxbias Curves of Robust Location Estimators based on Subranges ⋮ Uniform asymptotics for S- and MM-regression estimators ⋮ Robust filtering of time series with trends ⋮ On the global robustness of generalized S-estimators

Cites Work

• Unnamed Item
• Unnamed Item
• Bias robust estimation of scale
• Min-max bias robust regression
• The length of the shorth
• The bias of \(k\)-step M-estimators
• Positive-breakdown regression by minimizing nested scale estimators
• Efficiency-constrained bias-robust estimation of location
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• The Influence Curve and Its Role in Robust Estimation
• On the explosion rate of maximum-bias functions
• Alternatives to the Median Absolute Deviation
• Generalized S-Estimators
• Robust Estimation of a Location Parameter
• Robust Statistics

This page was built for publication: Globul robustness of location and dispersion estimates