Redescending M-estimators

Journal of Statistical Planning and Inference

Volumn 138, Issue 10, 2008, Pages 2906-2917

  Shevlyakov, Georgy ^a   Morgenthaler, Stephan ^b   Shurygin, Alexander ^c  

^a Gwangju Institute of Science and Technology (GIST)   (South Korea)

^b EPFL   (Switzerland)

^c MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Change of variance function; M estimators; Minimax robustness; Redescending M estimators

Indexed keywords

EID: 45049084076     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2007.11.008     Document Type: Article

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