Hampel, Frank; Hennig, Christian; Ronchetti, Elvezio - In: Computational Statistics & Data Analysis 55 (2011) 1, pp. 324-337
A smoothing principle for M-estimators is proposed. The smoothing depends on the sample size so that the resulting smoothed M-estimator coincides with the initial M-estimator when n--[infinity]. The smoothing principle is motivated by an analysis of the requirements in the proof of the...