Efficiency comparison of \(M\)-estimates for scale at \(t\)-distributions

DOI10.1007/BF02925676zbMath0970.62008OpenAlexW1987583376MaRDI QIDQ1961768

Martin Bachmaier

Publication date: 3 October 2001

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925676

zbMATH Keywords

robustasymptotic efficiencyasymptotic varianceMADM-estimatesstandard deviationarchmean deviationmean absolute deviationredescendingFisher's informationscale estimatet-distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items

Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term ⋮ An alternative and generalized excess measure and its advantages

Cites Work

• Robust confidence intervals for contrasts based upon a likelihood ratio test
• An alternative and generalized excess measure and its advantages
• Unnamed Item

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