A remark on robustness and weak continuity of M-estimators
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Clarke, B.R. (2000) A remark on robustness and weak continuity of M-estimators. Journal of the Australian Mathematical Society (Series A) , 68 (03). pp. 411-418.
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Link to Published Version: http://dx.doi.org/10.1017/S144678870000149X
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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.
| Publication Type: | Journal Article |
|---|---|
| Murdoch Affiliation: | School of Chemical and Mathematical Science |
| Publisher: | Cambridge University Press |
| Copyright: | Copyright © Australian Mathematical Society 2000 |
| URI: | http://researchrepository.murdoch.edu.au/id/eprint/4788 |
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