Partially-adaptive robust estimators of location via exponential embedding

DOI10.1080/03610918408828843zbMath0571.62027OpenAlexW2043203177MaRDI QIDQ3687509

Weih-Yin Loh

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918408828843

zbMATH Keywords

asymptotic variancemaximum likelihoodsensitivity curverobust estimationlocation estimatornormalM-estimatorgeneral methoddouble exponentiallocation-scale families of symmetric distributionspartially- adaptive estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

A note on the geometry of kullback-leibler information numbers

Cites Work

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• Robust Estimation of a Location Parameter
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• An Inequality for Mill's Ratio
• Some Distributions of Sample Means
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