In this paper, we derive the correct change-of-variance function for M-estimators of scale under general contamination and apply it on two examples. Then we show that under quite general conditions B-robustness is an automatic by-product of V-robustness.
Daniel Kuhn, Yves Rychener, Viet Anh Nguyen
Anthony Christopher Davison, Igor Rodionov
Andrei Variu, Cheng Zhao, Yu Yu, Hanyu Zhang