A smoothing principle for the Huber and other location M-estimators

Computational Statistics and Data Analysis

Volumn 55, Issue 1, 2011, Pages 324-337

  Hampel, Frank ^a   Hennig, Christian ^b   Ronchetti, Elvezio ^c  

^a ETH ZURICH   (Switzerland)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

^c UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Breakdown point; Cauchy distribution; Double exponential distribution; Huber's least favourable distribution; MAD; Median; ML estimator; Pitman estimator; Robust estimation; Small sample asymptotics

Indexed keywords

COMPUTATIONAL METHODS; DATA HANDLING;

ASYMPTOTICS; BREAKDOWN POINTS; CAUCHY DISTRIBUTION; DOUBLE EXPONENTIAL DISTRIBUTION; HUBER'S LEAST FAVOURABLE DISTRIBUTION; MEDIAN; ML ESTIMATORS; PITMAN ESTIMATOR; ROBUST ESTIMATION;

ESTIMATION;

EID: 77957754305     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.05.001     Document Type: Article

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