Tail-behavior of location estimators

DOI10.1214/AOS/1176345461zbMATH Open0476.62032OpenAlexW1980810441MaRDI QIDQ1159928FDOQ1159928

Authors: Jana Jurečková 

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aos/1176345461

zbMATH Keywords

medianHodges-Lehmann estimatorM-estimatortrimmed meansample meanrobust estimatorsR-estimatorsL- estimatortranslation-invariant estimator

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (11)

• Asymptotic and finite-sample properties in statistical estimation
• Tail behavior of the least-squares estimator
• Finite sample tail behaviour of hodges-lehmann type estimators
• The outlier behaviour of probability distributions
• The mean residual life function at great age: Applications to tail estimation
• A simple and competitive estimator of location
• Tail and nontail memory with applications to extreme value and robust statistics
• Approach to normality of mean and M-estimators of location
• Finite sample tail behavior of multivariate location estimators
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models
• On tail behavior in Bayesian location inference

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