Robust<i>M</i>-estimators of scale: Minimax bias versus maximal variance (Q4262091)

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scientific article; zbMATH DE number 1334345
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Robust<i>M</i>-estimators of scale: Minimax bias versus maximal variance
scientific article; zbMATH DE number 1334345

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    Robust<i>M</i>-estimators of scale: Minimax bias versus maximal variance (English)
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    31 January 2000
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    robust estimation
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    scale parameter
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    minimax asymptotic bias
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    asymptotic variance
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    asymptotic efficiency
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