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Asymptotic minimax properties of M-estimators of scale - MaRDI portal

Asymptotic minimax properties of M-estimators of scale (Q923551)

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scientific article; zbMATH DE number 4169874
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Asymptotic minimax properties of M-estimators of scale
scientific article; zbMATH DE number 4169874

    Statements

    Asymptotic minimax properties of M-estimators of scale (English)
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    1990
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    gross-errors neighbourhood
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    saddlepoint property
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    robust M-estimation of scale
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    Kolmogorov neighbourhoods
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    minimax property
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    supremum of the asymptotic variance
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    maximum likelihood estimator
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    minimum Fisher information
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