Efficiency comparison of \(M\)-estimates for scale at \(t\)-distributions (Q1961768)
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scientific article; zbMATH DE number 1394583
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency comparison of \(M\)-estimates for scale at \(t\)-distributions |
scientific article; zbMATH DE number 1394583 |
Statements
Efficiency comparison of \(M\)-estimates for scale at \(t\)-distributions (English)
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3 October 2001
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t-distributions
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M-estimates
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scale estimate
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mean deviation
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MAD
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redescending
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asymptotic efficiency
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asymptotic variance
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arch
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Fisher's information
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standard deviation
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mean absolute deviation
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robust
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