Bias bound for the minimax estimator

DOI10.1016/J.JSPI.2008.10.006zbMath1160.62015OpenAlexW1978545630MaRDI QIDQ1015869

Claudio Agostinelli

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.006

zbMATH Keywords

minimum distance estimatorminimax estimatorlocation-scale modelmaximum bias

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Uses Software

• sn

Cites Work

• Globally robust inference for the location and simple linear regression models
• The ``automatic robustness of minimum distance functionals
• Maximum bias curves for robust regression with non-elliptical regressors
• The Skew-normal Distribution and Related Multivariate Families*
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