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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.
Type
report
Authors
Genton, Marc
Publication date
1993
EPFL units
Available on Infoscience
April 4, 2006
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