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Kybernetika 30(3):289-300, 1994.

On Consistent M-estimators: Tuning Constants, Unimodality and Breakdown

Ivan Mizera


Abstract:

The existence and uniqueness of values of location M-functional are explored. For the symmetric population distributions, the role of studentization is revealed - the Freedman-Diaconis conjecture is proved. The asymmetric case is studied with respect to unimodality considerations. The lower bound for the breakdown of studentized estimators is derived.


Keywords:


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BIB TeX

@article{kyb:1994:3:289-300,

author = {Mizera, Ivan},

title = {On Consistent M-estimators: Tuning Constants, Unimodality and Breakdown},

journal = {Kybernetika},

volume = {30},

year = {1994},

number = {3},

pages = {289-300}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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