Maronna, Ricardo A.; Yohai, Victor J. - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 262-274
Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and τ-estimators among others. However, the finite-sample efficiency of these estimators can be much lower than the asymptotic one....
