A Robust and Almost Fully Efficient M-Estimator

DOI10.1111/1467-842X.00046zbMATH Open0923.62036OpenAlexW1923871972MaRDI QIDQ4248142FDOQ4248142

Authors: Omer Ozturk 

Publication date: 31 October 1999

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00046

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zbMATH Keywords

breakdown pointminimum distancebounded influencefirst order efficiencyCramer-von Mises distance

Mathematics Subject Classification ID

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

Cited In (18)

• Robust nonparametric regression with simultaneous scale curve estimation
• Robust M-estimators in diffusion processes
• The Consistency and Robustness of Modified Cramér–Von Mises and Kolmogorov–Cramér Estimators
• Fast highly efficient and robust one-step \(M\)-estimators of scale based on \(Q_n\)
• Robustness and Tractability for Non-convex M-estimators
• Efficiency comparison of \(M\)-estimates for scale at \(t\)-distributions
• Robust joint estimation of location and scale parameters in ranked set samples
• Efficient M-estimators with auxiliary information
• Title not available (Why is that?)
• Title not available (Why is that?)
• The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale
• Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale
• Robust estimation in very small samples.
• Title not available (Why is that?)
• MMLEs are as good as M-estimators or better
• Title not available (Why is that?)
• On a fast, robust estimator of the mode: comparisons to other robust estimators with applications
• A comparison of robust versions of the AIC based on M-, S- and MM-estimators

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