A smoothing principle for the Huber and other location \(M\)-estimators
type: Item
instance of: scholarly article
title: A smoothing principle for the Huber and other location \(M\)-estimators
zbMATH Open document ID: 1247.62058
author: Frank Hampel
author: Christian Hennig
author: Elvezio Ronchetti
published in: Computational Statistics and Data Analysis
publication date: 2012-09-15T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 6082978
zbMATH Keywords: Pitman estimator
zbMATH Keywords: ML-estimator
zbMATH Keywords: median
zbMATH Keywords: MAD
zbMATH Keywords: breakdown point
zbMATH Keywords: small sample asymptotics
zbMATH Keywords: Cauchy distribution
zbMATH Keywords: Huber's least favourable distribution
zbMATH Keywords: double exponential distribution
zbMATH Keywords: robust estimation
Wikidata QID: Q60471573
describes a project that uses: robustbase
MaRDI profile type: Publication
full work available at URL: j.csda.2010.05.001
OpenAlex ID: W2064301386
cites work: Robust Estimates of Location: Survey and Advances
cites work: On a formula for the distribution of the maximum likelihood estimator
cites work: Q3742485
cites work: On the finite sample breakdown points of redescending \(M\)-estimates of location
cites work: The Pitman estimator of the Cauchy location parameter
cites work: Q5550785
cites work: Saddlepoint approximations for estimating equations
cites work: Q3673862
cites work: Small-sample asymptotic distributions of M-estimators of location
cites work: Q4001813
cites work: Q4115921
cites work: Q4866169
cites work: Q3723487
cites work: Robust Estimation of a Location Parameter
cites work: Robust Statistics
cites work: Q3378804
cites work: Q4866174
cites work: Saddle point approximation for the distribution of the sum of independent random variables
cites work: THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
cites work: Robust estimation in very small samples.
cites work: A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
cites work: Improved estimators for the location of double exponential distribution
cites work: Higher-order approximations for pitman estimators and for optimal compromise estimators
DOI: 10.1016/J.CSDA.2010.05.001
DBLP publication ID: journals/csda/HampelHR11
description: scientific article; zbMATH DE number 6082978