A smoothing principle for the Huber and other location M-estimators
Contributeurs/tricesHampel, Frank R.; Hennig, Christian; Ronchetti, Elvezio
Publié dansComputational statistics & data analysis, vol. 55, no. 1, p. 324-337
Date de publication2011
Résumé
Mots-clés
- Pitman estimator
- ML-estimator
- Median
- MAD
- Breakdown point
- Small sample asymptotics
- Cauchy distribution
- Huber's least favourable distribution
- Double exponential distribution
- Robust estimation
Structure d'affiliation
Citation (format ISO)
HAMPEL, Frank R., HENNIG, Christian, RONCHETTI, Elvezio. A smoothing principle for the Huber and other location M-estimators. In: Computational statistics & data analysis, 2011, vol. 55, n° 1, p. 324–337. doi: 10.1016/j.csda.2010.05.001
Fichiers principaux (1)
Article (Published version)
Identifiants
- PID : unige:22889
- DOI : 10.1016/j.csda.2010.05.001
ISSN du journal0167-9473