Stat 583
References for M-estimators
Wellner lecture notes
Section 8.7
Books
Huber, P. J. (1980): Robust Statistics. New York: Wiley. Sections
Serfling: Chapter 7.
Fernholz: Section 5.1.
3.2, 6.2-3.
Historical work
Huber, P. J. (1964): Robust estimation of a location parameter.
Ann. Math. Statist. 35: 73-101.
Return to the Stat 583 syllabus page.
Return to the Stat 583 home page.