Robust M-estimators of location vectors

DOI10.1016/0047-259X(82)90058-6zbMath0499.62028MaRDI QIDQ1171849

John R. Collins

Publication date: 1982

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalityiterative methodspherical symmetryasymptotic robustnessHuber minimax variance criterionrobust M-estimators of location vectors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Maximizing the variance of M-estimators using the generalized method of moment spaces
• Robust m-estimators of multivariate location and scatter
• Robust estimation of a location parameter in the presence of asymmetry
• The Influence Curve and Its Role in Robust Estimation
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances
• Linear Statistical Inference and its Applications

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