SMALL SAMPLE BIAS CORRECTION FOR HUBER'S PROPOSAL-2 SCALE M-ESTIMATOR

DOI10.1111/J.1467-842X.2004.00359.XzbMath1061.62030OpenAlexW2127015052MaRDI QIDQ4660888

Christopher J. Milne, Brenton R. Clarke

Publication date: 4 April 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2004.00359.x

zbMATH Keywords

M-estimatorsasymptotic expansionssmall sample bias correction

Mathematics Subject Classification ID

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

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