A reinvestigation of robust scale estimation in finite samples

DOI10.1016/j.csda.2008.04.016zbMath1452.62243OpenAlexW1981282852MaRDI QIDQ1023867

John A. Randal

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.04.016

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

A robust scale estimator based on pairwise means ⋮ Robust and efficient estimation of the residual scale in linear regression ⋮ Multivariate calibration with robust signal regression ⋮ Comparing Robust Measures of Association Estimated Via a Smoother

Uses Software

• R

Cites Work

• Maximum likelihood estimation for Tukey's three corners
• A note on Tukey's polyefficiency
• Alternatives to the Median Absolute Deviation
• Empirical properties of asset returns: stylized facts and statistical issues
• Robust Estimates of Location: Survey and Advances
• Robust Statistics
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