Nonparametric robust estimates of the shift and scale parameters

摘要

The radicalness parameter l determines the weighting functions W(z_(ij)) executing the process of soft truncation of the estimates depending on a priori information on outliers: the estimates converge to maximum likelihood estimates (MLE) at l = 1 and to radical estimates at l = 0.5. The adaptive estimates converge to radical ones. They belong to the class of nonparametric estimates of implicit parameters, and their study is performed based on the generalized M-estimates.