Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods (Q1120219)

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scientific article; zbMATH DE number 4100410
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    Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
    scientific article; zbMATH DE number 4100410

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      Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods (English)
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      1989
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      robust estimation
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      location parameter
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      minimax properties
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      L-estimators
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      Lévy neighbourhood
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      symmetric distribution
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      Fisher information
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      M- estimators
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      R-estimators
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      asymptotic variance
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