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report

About the Change-of-Variance Function of M-Estimators of Scale

Genton, Marc
1993

In this paper, we derive the correct change-of-variance function for M-estimators of scale under general contamination and apply it on two examples. Then we show that under quite general conditions B-robustness is an automatic by-product of V-robustness.

  • Details
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Type
report
Author(s)
Genton, Marc
Date Issued

1993

Subjects

influence function

•

change-of-variance function

•

B-robust

•

V-robust

•

most B-robust

•

most V-robust

Written at

EPFL

EPFL units
STAP  
Available on Infoscience
April 4, 2006
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/229108
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