Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale

DOI10.1007/S10182-007-0023-4MaRDI QIDQ636167zbMATH OpenOpenAlexFDO

Authors Martin Bachmaier

Publication date 25 August 2011

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-007-0023-4

zbMATH Keywords

consistentgross errorlocation eterM-estimateM-estimatoroutlierredescendingrobustscale parameterunique

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Quantile estimation for a selected normal population
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• On the finite sample breakdown points of redescending M-estimates of location

Cites work

• Constrained \(M\)-estimation for multivariate location and scatter
• scientific article; zbMATH DE number 420867 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 32963 (Why is no real title available?)
• scientific article; zbMATH DE number 3573103 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 882698 (Why is no real title available?)
• On inconsistent M-estimators
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates
• Robust Statistics

Cited in

(1)

• On consistency of redescending M-kernel smoothers

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Uses Software

• ROBETH

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