Fast highly efficient and robust one-step M-estimators of scale based on Qn
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DOI: 10.1016/j.csda.2014.04.013
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References listed on IDEAS
- Rousseeuw, Peter J. & Croux, Christophe, 1994. "The bias of k-step M-estimators," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 411-420, August.
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Keywords
Robustness; M-estimator; Scale estimation; Influence function;All these keywords.
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