Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates

DOI10.1081/STA-120037447zbMath1213.62040OpenAlexW2077154146MaRDI QIDQ3155364

D. Szatmari-Voicu, John R. Collins

Publication date: 14 January 2005

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

Full work available at URL: https://doi.org/10.1081/sta-120037447

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (3)

Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples ⋮ The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors ⋮ The Strong Consistency ofMEstimator in a Linear Model for Negatively Dependent Random Samples

Cites Work

• Robustness comparisons of some classes of location parameter estimators
• Efficiency-constrained bias-robust estimation of location
• Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination
• Robust Estimation of a Location Parameter
• Robust Statistics

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