Best monotone M-estimators

DOI10.2307/3316090zbMath1042.62018OpenAlexW2052283427MaRDI QIDQ4470647

Adam W. Kolkiewicz

Publication date: 15 June 2004

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316090

zbMATH Keywords

M-estimatorsrobust estimationstable distributionminimax variancet-distributionsequivalence of classes of estimating functions

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Asymptotic number of roots of Cauchy location likelihood equations
• An efficient and robust adaptive estimator of location
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Simple consistent estimators of stable distribution parameters
• Robust Estimation of a Location Parameter
• Parameter Estimates for Symmetric Stable Distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item