Abstract
Abstract We define the change-of-variance curve (CVC) of location M-estimators in order to investigate the infinitesimal stability of the asymptotic variance. We also construct the so-called hyperbolic tangent estimators, proving their existence and performing certain numerical computations of their defining constants. Their introduction is motivated by a theorem that shows they are the optimally robust redescending M-estimators in the sense of the CVC.
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