Bias-robust L-estimators of a scale parameter

Statistics

Volumn 37, Issue 4, 2003, Pages 287-304

  Collins, John R ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Gross error sensitivity; L estimators; Minimax asymptotic bias; Robust estimation; Scale parameter

Indexed keywords

EID: 30244485543     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/0233188031000078015     Document Type: Article

References (7)

1. Collins, J. R. (1991) Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination. Statistics, 22, 379-402.
2. Collins, J. R. (1999) Robust M-estimators of scale: Minimax bias versus maximal variance. Canad. J. Statist., 27, 81-96.
3. Collins, J. R. and Portnoy, S. L. (1981) Maximizing the variance 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. Wiley, New York.
5. Huber, P. J. (1981) Robust Statistics. Wiley, New York.
6. Martin, R. D. and Zamar, R. H. (1989) Asymptotically min-max bias robust M-estimates of scale for positive random variables. J. Amer. Statist. Assoc., 84, 494-501.
7. Martin, R. D. and Zamar, R. H. (1993) Bias robust estimation of scale. Ann. Statist., 21, 991-1017.