Talk:M-estimator

message: After looking at the Types section, but for the very top and the brief sentence at the end mentioning finite sample extensions, this whole section is not about estimators at all.  It is about functionals of distribution functions, what are more rightly called parameters.  I am going to proceed to comment these parts out completely; I am not removing them so as to make it easier to bring back some of the technical typesetting in the case it ever becomes convenient to do so.  Baccyak4H 16:08, 8 November 2006 (UTC)
replies: text: I don't really understand why this was commented. It seems to me that it directly explains what ρ and ψ type estimators are, including examples of each. I have uncommented it for now. --Zvika (talk) 07:37, 20 April 2008 (UTC)
thread_title: "Types" section mostly about parameters

message: The article has been changed to read that "M" is for "Minimization". According to Huber's book, it is for "Maximum likelihood type". (I don't have the book to hand, so can't give the page.) I'm changing it back. Tolstoy the Cat 21:15, 13 November 2006 (UTC)
replies: text: "Minimization" was the meaning given in Hoaglin, Mosteller & Tukey (Robust and Exploratory Data Analysis) (sp?).  Either probably captures much of the essence of these estimators.  So it doesn't matter much to me (I made the change you reverted).  Baccyak4H 04:09, 14 November 2006 (UTC)
replies: text:  I don't have a copy of that book. I had thought that Huber coined the term in 1964, but could be wrong. Perhaps both explanations should be in here. Tolstoy the Cat 18:15, 14 November 2006 (UTC)
replies: text: Huber predates HMT, and also Serfling's Approximation Theorems in Mathematical Statistics, which also has the same usage as HMT.  But if Huber coined the term, his rationale should definitely be in the article.  Couldn't hurt to have both, as you suggest.  Baccyak4H 19:16, 14 November 2006 (UTC)
thread_title: M for what?

message: I'm not a professional in the subject, but I know that other types of estimators beyond L and M exist.  The ones related to M estimators that are probably worth talking about are S-estimators which attempt to resolve problems with M, MM-estimators which further improve on S estimators by adding M-estimator principles back in, and P-estimators (Generalized Pitman Estimator).  The 1986 book by Hampel goes into some limited detail on the topics.
69.207.144.127 (talk) 03:26, 1 August 2008 (UTC)
thread_title:  Other Estimator Types 

message: What is the etiology of the terms ρ-estimator and ψ-estimator? 155.212.242.38 (talk) 14:16, 15 October 2008 (UTC)
thread_title:  &rho; vs. &psi;? etiology? 

message: There are the articles Two-step M-estimators and Two-step M-estimators involving MLE. Should the second one be merged into the first one, or should both be merged here? – Uanfala (talk) 23:37, 24 December 2017 (UTC)
replies: text: I suggest the simpler merge (Two-step M-estimators involving MLE merge into Two-step M-estimators), which seems a straightforward case given that the pages are short. Having the together might make a page that has sufficient scope to be worth keeping. Klbrain (talk) 05:52, 26 March 2019 (UTC)
replies: text: I'll perform this as an uncontroversial merge since it clearly has several WP:MERGEREASONS, "Context: If a short article requires the background material or context from a broader article in order for readers to understand it." clearly applies and the independant notability has already been questioned. Please revert the merger and contact me if you disagree with my judgement.Trialpears (talk) 07:53, 25 April 2019 (UTC)
thread_title:  Merge with Two-step M-estimators? 

message: There are very many archive copies of this link on the Internet Archive. Needle in a haystack - does one of them refer to the correct page? 92.3.52.40 (talk) 10:06, 13 August 2020 (UTC)
thread_title:  Link "an introduction to the subject by Zhengyou Zhang" does not work