A smoothing principle for the Huber and other location M-estimators

DOI10.1016/J.CSDA.2010.05.001zbMATH Open1247.62058DBLPjournals/csda/HampelHR11OpenAlexW2064301386WikidataQ60471573 ScholiaQ60471573MaRDI QIDQ452579FDOQ452579

Elvezio Ronchetti, Frank Hampel, Christian Hennig

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.05.001

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zbMATH Keywords

medianrobust estimationbreakdown pointCauchy distributiondouble exponential distributionHuber's least favourable distributionMADML-estimatorPitman estimatorsmall sample asymptotics

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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Cited In (15)

• The generalized sigmoidal quantile function
• Robust nonparametric regression with simultaneous scale curve estimation
• \(M\)-type penalized splines with auxiliary scale estimation
• Penalized unimodal spline density estimation with application to \(M\)-estimation
• Title not available (Why is that?)
• Robust estimation for survival partially linear single-index models
• Gaussian differentially private robust mean estimation and inference
• Title not available (Why is that?)
• Higher-Order Infinitesimal Robustness
• Robust tests for equality of regression curves based on characteristic functions
• M-estimator based unit root tests in the ESTAR framework
• Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators
• Renewable Huber estimation method for streaming datasets
• Consistency of the elastic net under a finite second moment assumption on the noise
• The Extent of Gross Errors Eliminated by Robust Multiple Linear Regressions

Uses Software

• robustbase

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