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Original Articles

Simultaneous M-estimator of the common location and the scale-ratio in the two-sample problem

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Pages 163-169 | Received 01 Nov 1980, Published online: 27 Jun 2007

References

  • Carroll , R.J. 1978 . On the asymptotic distribution of multivariate M-estimates . J. Multivariate Analysis , 8 : 361 – 371 .
  • Huber , P.J. 1964 . Robust estimation of location . Ann. Math. Statist , 35 : 73 – 101 .
  • Huber , P.J. The behavior of maximum likelihood estimates under nonstandard conditions . Proc. 5th Berkeley Symp . Vol. 1 , pp. 221 – 233 .
  • Huber , P.J. 1977 . Robust methods of estimation of regression coefficients . Math. Operations forsch. Statist., Ser. Statistics , 8 : 41 – 53 .
  • Jurečkové , J. 1977 . Asymptotic relations of M-estimates and R-estimates in linear regression model . Ann. Statist , 5 : 464 – 472 .
  • Maronna , R.A. 1976 . Robust M-estimators of multivariate location and scatter . Ann. Statist , 4 : 51 – 67 .
  • Portnoy , S.L. 1977 . Robust estimation in dependent situations . Ann. Statist , 5 : 22 – 43 .

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