Efficient high-breakdown M-estimators of scale

Christophe Croux

Statistics & Probability Letters, 1994, vol. 19, issue 5, 371-379

Abstract: In the location model there exist M-estimators that combine a 50% breakdown point with an arbitrarily high efficiency. In this article we show that this is also the case for M-estimators of scale at normal models, although all of the well-known M-estimators of scale have a rather low efficiency there.

Keywords: Breakdown; point; influence; function; robustness; scale; estimation (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (11)

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