A minimax criterion for choosing weight functions for L-estimates of location

DOI10.1214/AOS/1176346082zbMath0509.62034OpenAlexW2078353538MaRDI QIDQ1838244

David M. Mason

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1214/aos/1176346082

zbMATH Keywords

order statisticsweight functionstrimmed meansample meanminimax criterioninvariant asymptotic riskL-estimates of location

Mathematics Subject Classification ID

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

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