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A remark on robustness and weak continuity of M-estimators

Clarke, B.R.ORCID: 0000-0003-1419-0768 (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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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.

Item Type: Journal Article
Murdoch Affiliation(s): 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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