Robust M- and L-Estimators of Scale Parameter

DOI10.1080/03610926.2010.505690zbMath1318.62103OpenAlexW2160403525MaRDI QIDQ2892610

D. Szatmari-Voicu

Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.505690

zbMATH Keywords

robust estimationscale parameter\(M\)-estimatorsmean-squared-error\(L\)-estimators\(\alpha\)-trimmed varianceminimax asymptotic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

M-Estimators of Scale with Minimum Gross Errors Sensitivity

Cites Work

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• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Comparisons of asymptotic biases and variances ofm-estimators of scale under asymmetric contamination
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Symmetry and Asymmetric Contamination
• Robust Statistics

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