Comparisons of asymptotic biases and variances of M-estimators of scale under asymmetric contamination

Communications in Statistics - Theory and Methods

Volumn 27, Issue 7, 1998, Pages 1791-1810

  Collins, John R ^a   Wu, Boll ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Robust estimation; Scale parameter; Symmetrization

Indexed keywords

EID: 0343572614     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929808832190     Document Type: Review

References (9)

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2. Collins, J.R. (1991). "Maximal asymptotic bias and variances of symmetrized interquantile ranges under asymmetric contamination," Statistics, 22, 379-402.
3. Collins, J.R. and Portnoy, S.L. (1981). "Maximizing the variance n of M-estimators using the generalized method of moment spaces," Ann. Statist., 9, 567-577.
4. Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J. and Stahel, W.A. (1986). Robust Statistics: The Approach Based on Influence Functions, New York: Wiley.
5. Huber, P.J. (1964). "Robust estimation of a location parameter," Ann. Math. Statist., 35, 73-101.
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9. Wu, B. (1994). Robustness studies of some symmetrized and nonsymmetrized estimators of location and scale parameters, Ph.D. thesis, Department of Mathematics and Statistics, University of Calgary, Alberta, Canada.