Breakdown point of Schuster-Narvarte's location estimator

DOI10.1016/S0167-7152(00)00008-0zbMath1121.62540MaRDI QIDQ1573126

N. Delaunay

Publication date: 10 August 2000

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

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic

Cites Work

• Unnamed Item
• Some bootstrap tests of symmetry for univariate continuous distributions
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
• The ``automatic robustness of minimum distance functionals
• A new nonparametric estimator of the center of a symmetric distribution
• Using the bootstrap in testing symmetry versus asymmetry
• Estimates of Location Based on Rank Tests

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