[RsR] Non-linear robust method

[Eva Cantoni]

Quoting Martin Maechler <maechler using stat.math.ethz.ch>:
> Probably because Alex used a somewhat misleading subject line in
> his posting, I think you (Arnold and Bruno) have both been answering
> the wrong question.
>
> If I understand correctly, Alex was rather looking for help on
> doing robust modelling for a specified non-*normal* distribution
> ``for the good data'', whereas most available robust functions
> assume that the "good data" is normally distributed and then
> there's a fraction of "arbitrarily distributed" data points
> (sometimes called "outliers" ...).
>
> IIUC, Alex wants the "good data" to be Pareto ...
> and he mentioned Marazzi's code and papers which did this for
> the Gamma (and 'Weibull', BTW).


It is maybe worth looking at what kind of code has been used in:

Victoria-Feser, M.-P. and E. Ronchetti (1994). "Robust methods for  
personal income distribution models". The Canadian Journal of  
Statistics 22, 247--258.

Certainly not R, but maybe Splus (I have no idea, and I haven't checked).

Best,
Eva Cantoni