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

DOI10.1214/AOS/1176347020zbMATH Open0672.62048OpenAlexW1998524376MaRDI QIDQ1120219FDOQ1120219

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

Recommendations

• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• Minimax-varianceL- andR-estimators of location
• On the minimax property for R-estimators of location
• scientific article; zbMATH DE number 879753
• ASYMPTOTIC MINIMAX PROPERTIES OF L‐ESTIMATORS OF SCALE

zbMATH Keywords

robust estimationasymptotic variancesymmetric distributionFisher informationlocation parameterL-estimatorsR-estimatorsM- estimatorsminimax propertiesLévy neighbourhood

Mathematics Subject Classification ID

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

Cited In (10)

• Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
• Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
• Some efficient simple rules in Γ-minimax estimation
• Asymptotic minimax properties of M-estimators of scale
• Optimal, robust \(R\)-estimators and test statistics in the linear model
• Minimax-varianceL- andR-estimators of location
• Applied regression analysis bibliography update 1988-89
• Title not available (Why is that?)
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• On the minimax property for R-estimators of location

This page was built for publication: Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1120219)