An efficient and robust adaptive estimator of location

DOI10.1214/AOS/1176344125zbMath0378.62051OpenAlexW2056559424MaRDI QIDQ1246977

Rudolf Beran

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1214/aos/1176344125

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (46)

A new class of metric divergences on probability spaces and its applicability in statistics ⋮ On the location parameter confidence intervals based on a random size sample from a partially unknown population ⋮ A Convergence Result for a Class of Asymptotically Linear Estimators ⋮ A regression approach for estimating the center of symmetry ⋮ Minimum distance estimation of the center of symmetry with randomly censored data ⋮ Profile Hellinger distance estimation ⋮ Limits of experiments associated with sampling plans ⋮ Efficient and robust tests for semiparametric models ⋮ Regularized robust estimation in binary regression models ⋮ Minimum Kolmogorov distance estimates of parameters and parametrized distributions ⋮ A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution ⋮ Large covariance estimation through elliptical factor models ⋮ Challenging the empirical mean and empirical variance: a deviation study ⋮ Testing for the Pareto type I distribution: a comparative study ⋮ Minimum distance estimation in doubly censored two sample scale model ⋮ Efficient Hellinger distance estimates for semiparametric models ⋮ One-step minimum Hellinger distance estimation ⋮ Minimum cramér-von mises distance methods for complete and grouped data ⋮ Adaptive parameter estimation for generalized tukey's λ-family ⋮ Minimum distance regression model checking ⋮ Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions ⋮ Optimal robust estimates using the Hellinger distance ⋮ Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Robust variable selection for finite mixture regression models ⋮ Semiparametric Mixtures of Symmetric Distributions ⋮ Hellinger distance estimates of long memory linear processes ⋮ An information-theoretic framework for robustness ⋮ A review of some adaptive statistical techniques ⋮ Some developments in semiparametric statistics ⋮ On robustness in risk theory ⋮ Semiparametric inference with kernel likelihood ⋮ Unnamed Item ⋮ Efficient robust estimates in parametric models ⋮ A robust affine-equivariant median ⋮ Stein 1956: Efficient nonparametric testing and estimation ⋮ Unnamed Item ⋮ A remark on semiparametric models ⋮ Efficient estimation in the two-sample semiparametric location-scale models ⋮ On estimation and adaptive estimation for locally asymptotically normal families ⋮ Best monotone M-estimators ⋮ Efficiency bounds for semiparametric models with singular score functions ⋮ Empirical and rank processes of observations and residuals ⋮ Partially-adaptive robust estimators of location via exponential embedding ⋮ Asymptotic minimax estimation in semiparametric models

This page was built for publication: An efficient and robust adaptive estimator of location