Asymptotic minimax properties of M-estimators of scale

DOI10.1016/0167-7152(90)90015-YzbMath0711.62040OpenAlexW2000029343MaRDI QIDQ923551

K. H. Eden Wu, Douglas P. Wiens

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90015-y

zbMATH Keywords

maximum likelihood estimatorsaddlepoint propertyminimax propertygross-errors neighbourhoodKolmogorov neighbourhoodsminimum Fisher informationrobust M-estimation of scalesupremum of the asymptotic variance

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods ⋮ Distributions minimizing fisher information for scale in kolmogorov neighbourhoods

Cites Work

• Unnamed Item
• On the minimax property for R-estimators of location
• Minimax variance M-estimators in \(\epsilon\)-contamination models
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• L- and R-estimation and the minimax property
• Descriptive statistics for non-parametric models. III: Dispersion
• Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
• Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods
• A Note on Huber's Robust Estimation of a Location Parameter
• Robust Estimation of a Location Parameter
• Robust Statistics

This page was built for publication: Asymptotic minimax properties of M-estimators of scale