A Note on Huber's Robust Estimation of a Location Parameter

DOI10.1214/AOMS/1177692460MaRDI QIDQ4772007zbMATH OpenOpenAlexFDO

Authors Jerome Sacks, Donald Ylvisaker

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692460

Mathematics Subject Classification ID

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

Cited in

(12)

• Robust identification
• Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
• Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
• Decision theoretic approach to real-time robust identification
• Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods
• An adaptive robustizing approach to Kalman filtering
• Asymptotic minimax properties of M-estimators of scale
• Optimal, robust R-estimators and test statistics in the linear model
• Minimax-varianceL- andR-estimators of location
• Efficient bias-robust M-estimators of location in Kolmogorov normal neighbourhoods
• On the trimmed mean and minimax-varianceL-estimation in Kolmogorov neighbourhoods
• Huber's minimax approach in distribution classes with bounded variances and subranges with applications to robust detection of signals

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