A remark on robustness and weak continuity of M-estimators
A remark on robustness and weak continuity of M-estimators
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关于 M 估计量的鲁棒性和弱连续性的评论
DOI：
10.1017/s144678870000149x
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发表时间：
2000
期刊：
影响因子：
--
通讯作者：
B. R. Clarke
中科院分区：
文献类型：
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作者：
B. R. Clarke
摘要建立了参数分布邻域内M-泛函的整体弱连续性。这对M-estimators维斯Hampel提出维斯定义的鲁棒性有影响。例如，Tukey bisquare位置估计器在参数模型的邻域上是鲁棒的，但中值不是。
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.