The Change-of-Variance Curve and Optimal Redescending M-Estimators

DOI10.2307/2287524zbMath0476.62040OpenAlexW4237029788MaRDI QIDQ3932143

Frank Hampel, Elvezio Ronchetti, Peter J. Rousseeuw

Publication date: 1981

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2287524

zbMATH Keywords

robust estimationhyperbolic tangent estimatorsinfinitesimal stability of asymptotic variance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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