## The bias of $$k$$-step M-estimators.(English)Zbl 0801.62036

Summary: It is well-known that $$k$$-step $$M$$-estimators can yield a high efficiency without losing the breakdown point of the initial estimator. In this note we derive their bias curves. In the location framework the bias increases only slightly with $$k$$, but in the scale case the bias curves change considerably.

### MSC:

 62F35 Robustness and adaptive procedures (parametric inference) 62F10 Point estimation
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### References:

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