On the minimax property for R-estimators of location

DOI10.1214/aos/1176346331zbMath0542.62024OpenAlexW1534632437MaRDI QIDQ795435

John R. Collins

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346331

zbMATH Keywords

Fisher informationrobust estimationR-estimatorsminimax propertyunknown location

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Optimal, robust \(R\)-estimators and test statistics in the linear model ⋮ Minimax-varianceL- andR-estimators of location ⋮ Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods ⋮ Asymptotic minimax properties of M-estimators of scale

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