Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods

DOI10.1214/AOS/1176347020MaRDI QIDQ1120219zbMATH OpenOpenAlexFDO

Authors John R. Collins, Douglas P. Wiens

Publication date 1989

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

Full work available at URL https://doi.org/10.1214/aos/1176347020

zbMATH Keywords

asymptotic varianceFisher informationL-estimatorslocation parameterLévy neighbourhoodM- estimatorsminimax propertiesR-estimatorsrobust estimationsymmetric distribution

Mathematics Subject Classification ID

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

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