Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods

DOI10.1016/0167-7152(92)90098-PzbMath0757.62016OpenAlexW2014431557MaRDI QIDQ1199012

Eden K. H. Wu

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90098-p

zbMATH Keywords

minimax variance\(M\)- estimates of scaleepsilon-contamination neighbourhood modelsminimum Fisher information for scalerobust estimation of scale

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

On minimum Fisher information distributions with restricted support and fixed variance ⋮ Minimizing Fisher information with absolute moment constraints

Cites Work

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• Asymptotic minimax properties of M-estimators of scale
• Minimax variance M-estimators in \(\epsilon\)-contamination models
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
• Robust L Estimation of Scale With an Application in Astronomy
• Huber-Sense Robust M-Estimation of a Scale Parameter, with Applications to the Exponential Distribution
• A Note on Huber's Robust Estimation of a Location Parameter
• Robust Estimation of a Location Parameter
• Robust Statistics

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