On the statistical efficiency of robust estimators of multivariate location

DOI10.1016/j.stamet.2010.08.002zbMath1213.62096OpenAlexW1974670215MaRDI QIDQ537472

Probal Chaudhuri, Subhra Sankar Dhar

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2010.08.002

zbMATH Keywords

asymptotic efficiencybreakdown pointdistributions with polynomial and exponential tailselliptically symmetric distributionstransformation-retransformation technique

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Numerical computation of matrix norms, conditioning, scaling (65F35)

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