Minimum mean squared estimation of location and scale parameters under misspecification of the model
From MaRDI portal
Publication:3923412
DOI10.1093/biomet/68.2.501zbMath0469.62029OpenAlexW1999582490MaRDI QIDQ3923412
C. R. Heathcote, Mervyn J. Silvapullé
Publication date: 1981
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/68.2.501
numerical resultsasymptotic biasmaximum likelihood estimatorsrobust estimationcontamination modelsminimum mean squared distancesimultaneous estimation of location and scale
Related Items (15)
Uniform asymptotics for robust location estimates when the scale is unknown ⋮ Robust estimation of \(k\)-component univariate normal mixtures ⋮ Minimum distance estimators ⋮ Robust joint estimation of location and scale parameters in ranked set samples ⋮ Robust inference and modelling for the single ion channel ⋮ An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions ⋮ Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach ⋮ A fast robust method for fitting gamma distributions ⋮ Uniform asymptotics for S- and MM-regression estimators ⋮ A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions ⋮ Minimum distance estimators in extreme value distributions ⋮ The iteratively reweighted estimating equation in minimum distance problems ⋮ Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs ⋮ Consistency and normality of Huber-Dutter estimators for partial linear model ⋮ Simultaneous robust estimation of location and scale parameters: A minimum-distance approach
This page was built for publication: Minimum mean squared estimation of location and scale parameters under misspecification of the model
