Minimax variance M-estimators in -contamination models
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Publication:1069593
DOI10.1214/AOS/1176349657zbMATH Open0584.62049OpenAlexW2029419002MaRDI QIDQ1069593FDOQ1069593
Douglas P. Wiens, John R. Collins
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349657
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (8)
- Efficiency rate and local deficiency of Huber’s location estimators and of the α-estimators
- Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
- RobustM-estimators of multivariate location and scatter in the presence of asymmetry
- Asymptotic minimax properties of M-estimators of scale
- Minimax-varianceL- andR-estimators of location
- One‐step M‐estimators in the linear model, with dependent errors
- On the choice of support of re-descending \(\psi\)-functions in linear models with asymmetric error distributions
- Stochastic Ordering of Likelihood Ratios and Partial Sufficiency
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