Min-max asymptotic variance of M-estimates of location when scale is unknown

DOI10.1016/0167-7152(91)90131-AzbMath0733.62031MaRDI QIDQ809499

Ruben H. Zamar, Bing Li

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

rescalingmedianresidualsinfluence curvescore functionmin-max problemlocation-scale central modelM-estimate of locationmaximum likelihood score functionmin-max asymptotic variancesymmetric distribution functions

Mathematics Subject Classification ID

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

Related Items

Robustness against unexpected dependence in the location model, A Simple Diagnostic Plot Connecting Robust Estimation, Outlier Detection, and False Discovery Rates, The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale, M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result

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