A comparison between several one-step M-estimators of location and dispersion in the presence of a nuisance parameter
The idea of one-step estimators has long been used: Le Cam (1956), Neyman (1949) and Fisher (1922) have proposed it in the context of maximum likelihood estimation. More recently, Bickel (1975) adapted this idea to robustness theory when he introduced one-step Huber M-estimators for simple linear...
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| Language: | English |
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2009
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| Online Access: | http://hdl.handle.net/2429/4557 |