The change-of-variance function of \(M\)-estimators of scale under general contamination

DOI10.1016/0377-0427(95)00007-0zbMath0851.62023OpenAlexW2038167205MaRDI QIDQ1917902

Marc G. Genton, Peter J. Rousseeuw

Publication date: 17 November 1996

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(95)00007-0

zbMATH Keywords

influence functioncontaminationchange-of-variance function\(B\)-robustness\(M\)-estimators of scale\(V\)-robustness

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Robustness properties of dispersion estimators ⋮ The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics ⋮ Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables

Cites Work

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• A new infinitesimal approach to robust estimation
• Robust Statistics

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