Bias-robustL-estimators of a scale parameter

DOI10.1080/0233188031000078015zbMath1037.62020OpenAlexW1965961413MaRDI QIDQ4454275

John R. Collins

Publication date: 8 March 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0233188031000078015

zbMATH Keywords

robust estimationscale parametergross error sensitivityminimax asymptotic bias\(L\)-estimation

Mathematics Subject Classification ID

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

Related Items

M-Estimators of Scale with Minimum Gross Errors Sensitivity ⋮ Minimax Asymptotic Mean-Squared-Error ofL-Estimators of Scale Parameter

Cites Work

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• Bias robust estimation of scale
• Maximizing the variance of M-estimators using the generalized method of moment spaces
• Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination
• RobustM-estimators of scale: Minimax bias versus maximal variance
• Robust Statistics

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