A remark on robustness and weak continuity of M-estimators
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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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|
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