Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods

DOI10.1214/aos/1176347020zbMath0672.62048OpenAlexW1998524376MaRDI QIDQ1120219

John R. Collins, Douglas P. Wiens

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347020

zbMATH Keywords

L-estimatorsFisher informationasymptotic variancerobust estimationlocation parameterminimax propertiessymmetric distributionR-estimatorsM- estimatorsLévy neighbourhood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (7)

Optimal, robust \(R\)-estimators and test statistics in the linear model ⋮ Minimax-varianceL- andR-estimators of location ⋮ Some efficient simple rules in Γ-minimax estimation ⋮ 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 ⋮ Applied regression analysis bibliography update 1988-89

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