Minimax variance M-estimators in -contamination models

DOI10.1214/AOS/1176349657zbMATH Open0584.62049OpenAlexW2029419002MaRDI QIDQ1069593FDOQ1069593

Authors: John R. Collins, Douglas P. Wiens 

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

Recommendations

• Minimax variance estimation of a correlation coefficient for \(\epsilon\)-contaminated bivariate normal distributions
• Publication:4727200
• Moderate deviations of minimum contrast estimators under contamination
• The max-MSE's of minimax estimators of variance in nonparametric regression
• scientific article; zbMATH DE number 1536235
• Minimum Variance in Biased Estimation: Bounds and Asymptotically Optimal Estimators
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• Minimax estimation of means of multivariate normal mixtures

zbMATH Keywords

robust estimationM-estimatorsepsilon contaminationminimax variance solutions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (11)

• Efficiency rate and local deficiency of Huber’s location estimators and of the α-estimators
• Contamination games in a robust k–sample model
• 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
• Title not available (Why is that?)
• 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
• Moderate deviations of minimum contrast estimators under contamination

This page was built for publication: Minimax variance M-estimators in \(\epsilon\)-contamination models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1069593)