Bias-robustness of l-estimates of location against dependence

DOI10.1080/02331888308802386zbMath0808.62032OpenAlexW2025089379MaRDI QIDQ4324708

Tomasz Rychlik

Publication date: 28 February 1995

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802386

zbMATH Keywords

robust estimationsample meandependencemidrangesample medianequivariant estimateunknown location and scalebias-robustness of \(L\)-estimatesproduct of symmetrical distributions

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Sharp bounds for \(L\)-statistics from dependent samples of random length ⋮ OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES ⋮ Stability of expected \(L\)-statistics against weak dependence of observations ⋮ Maximizing the expected range from dependent observations under mean–variance information

Cites Work

• An asymptotically most bias–stable estimator of location parameter
• Stable estimation of location parameter -nonasymptotic approach
• On the bias–robustness in the location model I
• On the Bias-Robustness in the Location Model II
• Bounds for expectation of l-estimates for dependent samples
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Symmetry and Asymmetric Contamination

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