论文信息 - Efficient high-breakdown M-estimators of scale☆

Efficient high-breakdown M-estimators of scale☆

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.

Christophe Croux | C. Croux

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