The bias of k-step M-estimators
Peter Rousseeuw () and
Statistics & Probability Letters, 1994, vol. 20, issue 5, 411-420
It is well-known that k-step M-estimators can yield a high efficiency without losing the breakdown point of the initial estimator. In this note we derive their bias curves. In the location framework the bias increases only slightly with k, but in the scale case the bias curves change considerably.
Keywords: Bias; curve; Breakdown; point; M-estimators; Robustness (search for similar items in EconPapers)
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