Algorithm 1034: an accelerated algorithm to compute the Q_n robust statistic, with corrections to constants

DOI10.1145/3576920MaRDI QIDQ6600002zbMATH OpenFDO

Authors Thierry Fahmy

Publication date 6 September 2024

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/3576920

zbMATH Keywords

\(Q_n\)robust statisticsrobustnessscale estimator

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites work

• Algorithm 616: fast computation of the Hodges-Lehmann location estimator
• Alternatives to the Median Absolute Deviation
• Estimates of Location Based on Rank Tests
• Online analysis of time series by the \(Q_n\) estimator
• Selecting the Kth Element in $X + Y$ and $X_1 + X_2 + \cdots + X_m $
• The bias of \(k\)-step M-estimators

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