Minimax Asymptotic Mean-Squared-Error ofL-Estimators of Scale Parameter

DOI10.1080/03610920701669850zbMath1318.62081OpenAlexW2168247168MaRDI QIDQ5457992

D. Szatmari-Voicu

Publication date: 10 April 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701669850

zbMATH Keywords

robust estimationscale parameter\(L\)-estimatorsminimax asymptotic mean-squared-error

Mathematics Subject Classification ID

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

Cites Work

• Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination
• RobustM-estimators of scale: Minimax bias versus maximal variance
• Bias-robustL-estimators of a scale parameter
• Robust Statistics

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