Minimax variance M-estimators of location in Kolmogorov neighbourhoods

DOI10.1214/AOS/1176349949zbMath0603.62043OpenAlexW2091624215MaRDI QIDQ1082744

Doug Wiens

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349949

zbMATH Keywords

M-estimatorsnormal distributionlocationKolmogorov neighbourhoodsminimum Fisher informationminimax variancemost robustnonmonotonic score functionsstrongly unimodal densitiesStudent's t

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (10)

Minimax weights for generalised M-estimation in biased regression models ⋮ R-estimators and confidence regions for main effects in a two–factor manova ⋮ Minimax-varianceL- andR-estimators of location ⋮ One‐step M‐estimators in the linear model, with dependent errors ⋮ Asymptotic minimax properties of M-estimators of scale ⋮ Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods ⋮ Distributions minimizing fisher information for scale in kolmogorov neighbourhoods ⋮ Asymptotic equivalence of statistical inference based on aligned ranks and on within-block ranks ⋮ Efficient bias-robust M-estimators of location in Kolmogorov normal neighbourhoods ⋮ Studentized robust statistics in multivariate randomized block design

This page was built for publication: Minimax variance M-estimators of location in Kolmogorov neighbourhoods