In this paper we consider the problem of robust estimation of the scale of the location residuals when the "true" underlying distribution of the data belongs to a contamination neighborhood of a parametric location-scale family. First we show that a scaled version of the l\tlADAM (median of absolute residuals about the median) is approximately most bias-robust within the class 0 Huber's proposa...

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval (0, s) at the hard edge contains k eigenvalues, was evaluated in terms of a Painlevé V transcendent in σ-form. However the boundary conditions for the corresponding differential equation were not specified for the full parameter space. Here this...