Asymptotic minimax properties of M-estimators of scale
type: Item
instance of: scholarly article
title: Asymptotic minimax properties of M-estimators of scale
zbMATH Open document ID: 0711.62040
DOI: 10.1016/0167-7152(90)90015-Y
author: Douglas P. Wiens
author: K. H. Eden Wu
published in: Statistics \& Probability Letters
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 4169874
zbMATH Keywords: gross-errors neighbourhood
zbMATH Keywords: saddlepoint property
zbMATH Keywords: robust M-estimation of scale
zbMATH Keywords: Kolmogorov neighbourhoods
zbMATH Keywords: minimax property
zbMATH Keywords: supremum of the asymptotic variance
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: minimum Fisher information
MaRDI profile type: Publication
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full work available at URL: 0167-7152(90)90015-y
OpenAlex ID: W2000029343
description: scientific article; zbMATH DE number 4169874