An evaluation of the huber estimator (Q3746670)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An evaluation of the huber estimator |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An evaluation of the huber estimator |
scientific article |
Statements
An evaluation of the huber estimator (English)
0 references
1986
0 references
minimax choice of estimators
0 references
distributional robustness
0 references
maximum likelihood type estimators
0 references
M-estimator
0 references
asymptotic efficiency
0 references
Huber estimator
0 references
normal scale mixtures
0 references
gamma power
0 references
Student's t-distributions
0 references
deviations from normality
0 references
