A new infinitesimal approach to robust estimation View Full Text


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Article Info

DATE

1981-03

AUTHORS

Peter J. Rousseeuw

ABSTRACT

The infinitesimal robustness of the asymptotic variance of location M-estimators is investigated by means of the change-of-variance curve (CVC), which bears some resemblance to the influence curve (IC). It is proved that this CVC leads to a more stringent robustness property than the IC and that the Huber estimators are still optimal in this new sense. More... »

PAGES

127-132

References to SciGraph publications

  • 1973-06. Robust estimation: A condensed partial survey in PROBABILITY THEORY AND RELATED FIELDS
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/bf00531978

    DOI

    http://dx.doi.org/10.1007/bf00531978

    DIMENSIONS

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