## Fast highly efficient and robust one-step $$M$$-estimators of scale based on $$Q_n$$.(English)Zbl 06984044

Summary: A parametric family of $$M$$-estimators of scale based on the Rousseeuw-Croux $$Q_n$$-estimator is proposed; estimator’s bias and efficiency are studied. A low-complexity one-step $$M$$-estimator is obtained allowing a considerably faster computation with greater than 80% efficiency and the highest possible 50% breakdown point. Analytical and Monte Carlo modeling results confirm the effectiveness of the proposed approach.

### MSC:

 62-XX Statistics

robcor; Find
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### References:

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