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

DOI10.1016/J.CSDA.2010.05.001MaRDI QIDQ452579zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Frank Hampel, Christian Hennig, Elvezio Ronchetti

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

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)

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Cites work

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Cited in

(16)

• Gaussian differentially private robust mean estimation and inference
• Robust tests for equality of regression curves based on characteristic functions
• The generalized sigmoidal quantile function
• \(M\)-type penalized splines with auxiliary scale estimation
• Consistency of the elastic net under a finite second moment assumption on the noise
• Renewable Huber estimation method for streaming datasets
• Data reduction for weighted and outlier-resistant clustering
• Robust nonparametric regression with simultaneous scale curve estimation
• Robust estimation for survival partially linear single-index models
• Penalized unimodal spline density estimation with application to \(M\)-estimation
• Reducing the mean squared error of quantile-based estimators by smoothing
• 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
• scientific article; zbMATH DE number 7650129 (Why is no real title available?)
• The extent of gross errors eliminated by robust multiple linear regressions
• Higher-order infinitesimal robustness

Describes a project that uses

Uses Software

• robustbase

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