Robust estimation of a location parameter with the integrated Hogg function

DOI10.1016/J.SPL.2020.108812MaRDI QIDQ2006764zbMATH OpenOpenAlexFDO

Authors Leopoldo Catania, Alessandra Luati

Publication date 12 October 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108812

zbMATH Keywords

robustnessM-estimatorsquantile functionscoring rules

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Minimum scoring rule inference
• On robust estimation via pseudo-additive information
• On the Estimation of Relative Potency in Dilution (-Direct) Assays by Distribution-Free Methods
• On the measurability and consistency of minimum contrast estimates
• Proper scoring rules and Bregman divergence
• Quantile regression.
• Rates of convergence for minimum contrast estimators
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust estimation under heavy contamination using unnormalized models
• Scoring Rules for Continuous Probability Distributions
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The Influence Curve and Its Role in Robust Estimation

Cited in

(1)

• Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function

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