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Robustness against unexpected dependence in the location model - MaRDI portal

Robustness against unexpected dependence in the location model (Q909382)

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scientific article; zbMATH DE number 4137185
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English
Robustness against unexpected dependence in the location model
scientific article; zbMATH DE number 4137185

    Statements

    Robustness against unexpected dependence in the location model (English)
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    1990
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    Robustness of M-estimates of location
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    min-max asymptotic variance approach
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    measure of dependence
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    Huber's type M-estimate with psi- function
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    sample median score function
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    most bias-robust estimate of location
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    most variance-robust
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