Distributions minimizing fisher information for scale in kolmogorov neighbourhoods

DOI10.2307/3315796zbMath0728.62036OpenAlexW2020820813MaRDI QIDQ3352282

K. H. Eden Wu, Douglas P. Wiens

Publication date: 1991

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315796

zbMATH Keywords

LaplacenormalKolmogorov neighbourhoodsminimum Fisher information for scalerobust estimation of scalelogistic, Student's tM- estimates of scalerobust minimax variance estimation

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Asymptotic minimax properties of M-estimators of scale ⋮ Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods ⋮ Tail behavior of the Laplace and logistic distributions

Cites Work

• Asymptotic minimax properties of M-estimators of scale
• 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
• 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

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