A comparative study of robust and stable estimates of multivariate location

DOI10.1007/s10958-019-04210-3zbMath1429.62110OpenAlexW2917052342MaRDI QIDQ2314463

A. A. Shagal, Georgy L. Shevlyakov, Vladimir Shin

Publication date: 23 July 2019

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-019-04210-3

zbMATH Keywords

efficiencyGaussian distributionlocation parametercontrast functionrobust estimatescore functionStudent distribution\(M\)-estimatemultivariate locationstable estimateHampel estimateHuber estimateTukey gross-error distributionunivariate location

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• robustbase

Cites Work

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• Redescending \(M\)-estimators
• Robust m-estimators of multivariate location and scatter
• Asymptotically Stable Tests with Application to Robust Detection
• Robust Statistics
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances
• Robust Statistics
• Robust Statistics

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