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

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.


Year:
1993
Keywords:
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 Record created 2006-04-04, last modified 2018-03-17


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