Bias robust estimation of scale
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Publication:688401
DOI10.1214/aos/1176349161zbMath0787.62038OpenAlexW2011729884MaRDI QIDQ688401
Ruben H. Zamar, R. Douglas Martin
Publication date: 19 May 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349161
Monte Carlo studyrobust estimationlocation-scale familymedian of absolute residuals\(M\)-estimatesasymptotic functionalscontaminated Gaussian datacontamination neighborhoodfinite sample size mean squared error propertiesHuber's Proposal 2 joint estimateslocation residualsmaximum asymptotic biasmin-max bias robust estimates of scalescale estimatesshortest half of the data
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