Efficient high-breakdown \(M\)-estimators of scale

DOI10.1016/0167-7152(94)90005-1zbMath0791.62034OpenAlexW2052751071MaRDI QIDQ1324561

Christophe Croux

Publication date: 24 May 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90005-1

zbMATH Keywords

robustnessinfluence functionbreakdown pointefficient high break down point estimatorsGaussian scale modelM-estimators of scale

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• Bias robust estimation of scale
• On the optimality of S-estimators
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Alternatives to the Median Absolute Deviation
• Robust Statistics

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