On consistent M-estimators: tuning constants, unimodality and breakdown
Ivan Mizera · Czech digital mathematics library · 1994
IVAN MIZERAThe existence and uniqueness of values of location M-functional are explored.For the symmetric population distributions, the role of studentization is revealed -the Freedman-Diaconis conjecture is proved.The asymmetric case is studied with respect to unimodality considerations.The lower bound for the breakdown of studentized estimators is derived.