A Smoothed Three-Part Redescending M-Estimator
A smoothed M-estimator is derived from Hampel’s three-part redescending estimator for location and scale. The estimator is shown to be weakly continuous and Fréchet differentiable in the neighbourhood of the normal distribution. Asymptotic assessment is conducted at asymmetric contaminating distribu...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/8/2/33 |
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