Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale

DOI10.1007/s10182-007-0023-4zbMath1331.62176OpenAlexW2016866142MaRDI QIDQ636167

Martin Bachmaier

Publication date: 25 August 2011

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-007-0023-4

zbMATH Keywords

robustoutlieruniquescale parameterM-estimateM-estimatorconsistentgross errorlocation eterredescending

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• ROBETH

Cites Work

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• On inconsistent M-estimators
• Constrained \(M\)-estimation for multivariate location and scatter
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates
• Robust Statistics

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