Title: The bias of k-step M-estimators
Authors: Rousseeuw, Peter ×
Croux, Christophe #
Issue Date: 1994
Publisher: North-Holland Pub. Co.
Series Title: Statistics & probability letters vol:20 issue:5 pages:411-420
Abstract: It is well-known that k-step M-estimators can yield a high efficiency without losing the breakdown point of the initial estimator. In this note we derive their bias curves. In the location framework the bias increases only slightly with k, but in the scale case the bias curves change considerably.
ISSN: 0167-7152
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Non-KU Leuven Association publications
× corresponding author
# (joint) last author

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