Distributions minimizing fisher information for scale in kolmogorov neighbourhoods (Q3352282)
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scientific article; zbMATH DE number 4203474
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| English | Distributions minimizing fisher information for scale in kolmogorov neighbourhoods |
scientific article; zbMATH DE number 4203474 |
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Distributions minimizing fisher information for scale in kolmogorov neighbourhoods (English)
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1991
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robust estimation of scale
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minimum Fisher information for scale
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M- estimates of scale
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robust minimax variance estimation
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Kolmogorov neighbourhoods
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normal
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Laplace
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logistic, Student's t
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0.9014965891838074
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0.8685383200645447
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0.8664971590042114
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