A1 Refereed original research article in a scientific journal

One-step M-estimates of scatter and the independence property



Authors: Virta Joni

Publisher: Elsevier

Publication year: 2016

Journal: Statistics and Probability Letters

Volume: 110

First page : 133

Last page: 136

Number of pages: 4

ISSN: 0167-7152

DOI: https://doi.org/10.1016/j.spl.2015.12.006


Abstract

We consider a specific set of one-step M-estimates of scatter parametrized by an arbitrary non-negative and continuous weight function and show that precisely two non-trivial scatter functionals in the set have the independence property.



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