A new infinitesimal approach to robust estimation

DOI10.1007/BF00531978zbMath0443.62025MaRDI QIDQ3886667

Peter J. Rousseeuw

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Huber estimators; change-of-variance curve; infinitesimal robustness of asymptotic variance of location M-estimators

Mathematics Subject Classification ID

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

RobustM-estimators of scale: Minimax bias versus maximal variance, The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics, Nonparametric efficiency analysis: a multivariate conditional quantile approach, SB-robust estimator for the concentration parameter of circular normal distribution, SB-robustness of directional mean for circular distributions, The change-of-variance function for dependent data, A new class of consistent estimators for stochastic linear regressive models, Classical and Bayesian aspects of robust unit root inference, The change-of-variance function of \(M\)-estimators of scale under general contamination, Minimum \(\phi\)-divergence estimation in misspecified multinomial models, Change-of-variance sensitivities in regression analysis, Variance etable r-estimators, A tail area influence function and its application to testing, Most robust M-estimators in the infinitesimal sense, Robustness of the student t based M-estimator

Cites Work

• Unnamed Item
• Upper bounds on asymptotic variances of M-estimators of location
• The Influence Curve and Its Role in Robust Estimation
• A monte carlo study of robust estimators of location
• Robust Estimation of a Location Parameter
• Robust estimation: A condensed partial survey