An evaluation of the huber estimator
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 15 (1) , 205-214
- https://doi.org/10.1080/03610928608829115
Abstract
The asymptotic efficiency for the Huber estimator is evalu¬ated for distributions in the class of normal scale mixtures, gamma power, and Student's t-distributions. Rather high efficien¬cies are found for small deviations from normality, while intract¬able efficiencies occur for larger deviations.Keywords
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