Partially-adaptive robust estimators of location via exponential embedding

DOI10.1080/03610918408828843MaRDI QIDQ3687509zbMATH OpenOpenAlexFDO

Authors Wei-Yin Loh

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918408828843

zbMATH Keywords

asymptotic variancedouble exponentialgeneral methodlocation estimatorlocation-scale families of symmetric distributionsM-estimatormaximum likelihoodnormalpartially- adaptive estimatorrobust estimationsensitivity curve

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• A monte carlo study of robust estimators of location
• A note on the geometry of kullback-leibler information numbers
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• An asymptotically efficient sequence of estimators of a location parameter
• An efficient and robust adaptive estimator of location
• An Inequality for Mill's Ratio
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3562346 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• On adaptive estimation
• Outlier-detection tests and robust estimators based on signs of residuals
• Robust Estimation of a Location Parameter
• Robust Statistics
• Some Distributions of Sample Means
• The Sample Mean Among the Moderate Order Statistics

Cited in

(2)

• Partially adaptive estimation via the maximum entropy densities
• A note on the geometry of kullback-leibler information numbers

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