normal_consistency_constants {ktaucenters}

Normal Consistency Constants

Description

M scale tuning constants so it is consistent with the standard normal distribution for the quasi optimal \rho function used in rhoOpt. These constants were computed for 1 \leq p \leq 400.

Usage

normal_consistency_constants(p)

Arguments

p

dimension where observation lives.

Value

tuning constant.

References

[1] Maronna, R. A., Martin, R. D., Yohai, V. J., & Salibián-Barrera, M. (2018). 'Robust statistics: theory and methods (with ' R). Wiley.

[2] Salibian-Barrera, M., Willems, G., & Zamar, R. (2008). The fast-tau estimator for regression. 'Journal of Computational and Graphical Statistics, 17(3), 659-682.