Asymptotics for configural location estimators

DOI10.1214/AOS/1176349848zbMATH Open0603.62031OpenAlexW2055506776MaRDI QIDQ1082736FDOQ1082736

Authors: Stephan Morgenthaler 

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349848

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zbMATH Keywords

Paretostandard normal distributionasymptotic variancessymmetric distributionheavy tailed distributionPitman estimatorasymptotic behavior of the weightscompromise estimatorconfigural polysamplingHuber's minimax estimatorlocation equivariant estimatorsmean- square-error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Robustness and adaptive procedures (parametric inference) (62F35)

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• An information-theoretic framework for robustness
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• Improved estimators for the location of double exponential distribution
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• The asymptotics for studentized K-Step M-Estimators of location
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