Bias robust estimation of scale

DOI10.1214/AOS/1176349161zbMATH Open0787.62038OpenAlexW2011729884MaRDI QIDQ688401FDOQ688401

Authors: 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

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zbMATH Keywords

robust estimationlocation-scale familyMonte Carlo studymedian 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

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (35)

• Robust and efficient estimation of the residual scale in linear regression
• Robust estimators of the mode and skewness of continuous data.
• A robust scale estimator based on the shortest half
• Robust filtering of time series with trends
• Maxbias curves of robust scale estimators based on subranges
• Change point detection with robust control chart
• A reinvestigation of robust scale estimation in finite samples
• Fast highly efficient and robust one-step \(M\)-estimators of scale based on \(Q_n\)
• Efficient high-breakdown \(M\)-estimators of scale
• M-Estimators of Scale with Minimum Gross Errors Sensitivity
• Comparisons of asymptotic biases and variances ofm-estimators of scale under asymmetric contamination
• Bias comparisons of robust estimators of scale parameter
• Maximum bias curves for robust regression with non-elliptical regressors
• Biased extensive measurement: the general case
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• Asymptotic minimax properties of M-estimators of scale
• Globally robust confidence intervals for simple linear regression
• Uniform asymptotics for robust location estimates when the scale is unknown
• SMALL SAMPLE BIAS CORRECTION FOR HUBER'S PROPOSAL-2 SCALE M-ESTIMATOR
• Outlier resistance in small samples
• On the global robustness of generalized S-estimators
• Globally robust inference for the location and simple linear regression models
• A Measure of Directional Outlyingness With Applications to Image Data and Video
• Bias-robustL-estimators of a scale parameter
• Uniform asymptotics for S- and MM-regression estimators
• Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures
• Some properties of the length of the shortest half
• Robust estimation in very small samples.
• Bias robustness of three median-based regression estimates.
• Robust functional principal components: a projection-pursuit approach
• Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates
• A robust scale estimator based on pairwise means
• On the Bias-Robustness in the Location Model II
• Globul robustness of location and dispersion estimates
• RobustM-estimators of scale: Minimax bias versus maximal variance

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