Robust M-estimators of location vectors

DOI10.1016/0047-259X(82)90058-6MaRDI QIDQ1171849zbMATH OpenFDO

Authors John R. Collins

Publication date 1982

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(82)90058-6

zbMATH Keywords

asymptotic normalityconsistencyiterative methodspherical symmetryasymptotic robustnessHuber minimax variance criterionrobust M-estimators of location vectors

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites work

• scientific article; zbMATH DE number 3678955 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Maximizing the variance of M-estimators using the generalized method of moment spaces
• Robust Estimates of Location: Survey and Advances
• Robust Estimation of a Location Parameter
• Robust estimation of a location parameter in the presence of asymmetry
• Robust m-estimators of multivariate location and scatter
• The Influence Curve and Its Role in Robust Estimation

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