Minimax-varianceL- andR-estimators of location
From MaRDI portal
Publication:3210714
DOI10.2307/3315416zbMath0723.62021OpenAlexW1967297456MaRDI QIDQ3210714
Publication date: 1990
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315416
asymptotic variancerobust estimationlocation parameterR-estimatorsminimum Fisher informationstrong unimodalityL-estimationminimax-variance, robust estimation
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Optimal, robust \(R\)-estimators and test statistics in the linear model ⋮ Bounded‐influence rank estimation in the linear model
Cites Work
- Unnamed Item
- On the minimax property for R-estimators of location
- 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 comparison of efficient location estimators
- Asymptotic properties of estimators of a location parameter
- A minimax criterion for choosing weight functions for L-estimates of location
- Comparison of efficientL- andR-estimators of location
- A Note on Huber's Robust Estimation of a Location Parameter
- Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
- An Elementary Method for Obtaining Lower Bounds on the Asymptotic Power of Rank Tests
- Robust Estimates of Location: Symmetry and Asymmetric Contamination