Highly Efficient Robust and Stable M-Estimates of Location
Highly Efficient Robust and Stable M-Estimates of Location
This article is partially a review and partially a contribution. The classical two approaches to robustness, Huber’s minimax and Hampel’s based on influence functions, are reviewed with the accent on distribution classes of a non-neighborhood nature. Mainly, attention is paid to the minimax Huber’s M-estimates of location designed for the …