Journal article
A remark on robustness and weak continuity of M-estimators
Journal of the Australian Mathematical Society (Series A), Vol.68(03), pp.411-418
2000
Abstract
Global weak continuity of M-functionals in a neighbourhood of the parametric distribution is established. This has implications for robustness of M-estimators vis a vis definitions put forward by Hampel. For instance the Tukey bisquare location estimator is robust on neighbourhoods of the parametric model, but the median is not.
Details
- Title
- A remark on robustness and weak continuity of M-estimators
- Authors/Creators
- B.R. Clarke (Author/Creator) - Murdoch University
- Publication Details
- Journal of the Australian Mathematical Society (Series A), Vol.68(03), pp.411-418
- Publisher
- Cambridge University Press
- Identifiers
- 991005544930107891
- Copyright
- Copyright © Australian Mathematical Society 2000
- Murdoch Affiliation
- School of Chemical and Mathematical Science
- Language
- English
- Resource Type
- Journal article
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- Citation topics
- 9 Mathematics
- 9.92 Statistical Methods
- 9.92.220 Robust Estimation
- Web Of Science research areas
- Mathematics
- Statistics & Probability
- ESI research areas
- Mathematics