Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures

DOI10.1016/0378-3758(94)90155-4zbMath0804.62036OpenAlexW2003586941MaRDI QIDQ1333133

Anirban DasGupta

Publication date: 19 January 1995

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

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90155-4

zbMATH Keywords

asymptotic relative efficiencytrimmed meanlocationrobust estimationsample meanHodges-Lehmann estimatorcumulative distributionsupremuminfimumsample mediangeneralized Tukey model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Asymptotic relative efficiency comparisions for some robust location estimators

Cites Work

• Bounds on AREs for restricted classes of distributions defined via tail- orderings
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• Robustness of one- and two-sample rank tests against gross errors
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• On a Further Robustness Property of the Test and Estimator Based on Wilcoxon's Signed Rank Statistic
• Robustness of Some Nonparametric Procedures in Linear Models
• On Some Robust Estimates of Location
• Estimates of Location Based on Rank Tests
• Robust Estimates of Location: Symmetry and Asymmetric Contamination
• Robust Estimates of Location: Survey and Advances
• Inequalities: theory of majorization and its applications
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