Van Aelst, Stefan; Willems, Gert; Zamar, Ruben H. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 278-296
Robustness and efficiency of the residual scale estimators in the regression model is important for robust inference. We introduce the class of robust generalized M-scale estimators for the regression model, derive their influence function and gross-error sensitivity, and study their maxbias...
