An evaluation of the huber estimator

DOI10.1080/03610928608829115zbMATH Open0607.62032OpenAlexW2064180746MaRDI QIDQ3746670

Hans Nyquist

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829115

zbMATH Keywords

asymptotic efficiencydistributional robustnessM-estimatornormal scale mixturesHuber estimatorgamma powermaximum likelihood type estimatorsdeviations from normalityminimax choice of estimatorsStudent's t-distributions

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Robustness and adaptive procedures (parametric inference) (62F35)

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