Variance etable r-estimators

DOI10.1080/02331888608801927MaRDI QIDQ3719632zbMATH OpenOpenAlexFDO

Authors Elvezio Ronchetti, James H. Yen

Publication date 1986

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888608801927

zbMATH Keywords

asymptotic variance of R-estimatorschange-of-variance functioninfluence functionoptimal V-robust R-estimatorstability propertiestwo- sample rank tests

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric estimation (62G05)

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Cites work

• A monte carlo study of robust estimators of location
• A new infinitesimal approach to robust estimation
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• scientific article; zbMATH DE number 3829049 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3276736 (Why is no real title available?)
• Most robust M-estimators in the infinitesimal sense
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Robust Estimates of Location: Symmetry and Asymmetric Contamination
• Robust estimation: A condensed partial survey
• Robust Statistics

Cited in

(5)

• Change-of-variance sensitivities in regression analysis
• Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
• Estimateur de Richardson à pas variable
• Stable Limit Theory for the Variance Targeting Estimator
• The change-of-variance function for dependent data

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