A smoothing principle for the Huber and other location \(M\)-estimators (Q452579)
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scientific article; zbMATH DE number 6082978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A smoothing principle for the Huber and other location \(M\)-estimators |
scientific article; zbMATH DE number 6082978 |
Statements
A smoothing principle for the Huber and other location \(M\)-estimators (English)
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15 September 2012
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Pitman estimator
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ML-estimator
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median
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MAD
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breakdown point
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small sample asymptotics
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Cauchy distribution
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Huber's least favourable distribution
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double exponential distribution
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robust estimation
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