Quantile estimation for a selected normal population

DOI10.1080/03610920008832482zbMath0993.62020OpenAlexW1985953115MaRDI QIDQ4541697

Jorge G. Adrover, Víctor J. Yohai

Publication date: 28 July 2002

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

Full work available at URL: https://doi.org/10.1080/03610920008832482

zbMATH Keywords

robustnesssimultaneous M-estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

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Cites Work

• High breakdown-point and high efficiency robust estimates for regression
• Finite sample breakdown of M- and P-estimators
• On the optimality of S-estimators
• A minimax-bias property of the least \(\alpha\)-quantile estimates
• Aspects of robust linear regression
• Measurable selections of extrema
• Least Median of Squares Regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Breakdown points for redescending m-estimates of location
• Robust Statistics

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