On consistency factors and efficiency of robust \(S\)-estimators
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Publication:2513931
DOI10.1007/s11749-014-0357-7zbMath1308.62106MaRDI QIDQ2513931
Andrea Cerioli, Marco Riani, Francesca Torti
Publication date: 29 January 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-014-0357-7
asymptotic variance; robust regression; breakdown point; Mahalanobis distance; biweight function; elliptical truncation
62G35: Nonparametric robustness
62J05: Linear regression; mixed models
62E15: Exact distribution theory in statistics
62E17: Approximations to statistical distributions (nonasymptotic)
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Uses Software
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