Distributions minimizing Fisher information for scale in - contamination neighbourhoods

DOI10.1016/0167-7152(92)90098-PMaRDI QIDQ1199012zbMATH OpenOpenAlexFDO

Authors Eden K. H. Wu

Publication date 16 January 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(92)90098-p

zbMATH Keywords

minimax variance\(M\)- estimates of scaleepsilon-contamination neighbourhood modelsminimum Fisher information for scalerobust estimation of scale

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• A Note on Huber's Robust Estimation of a Location Parameter
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• Asymptotic minimax properties of M-estimators of scale
• Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
• Huber-Sense Robust M-Estimation of a Scale Parameter, with Applications to the Exponential Distribution
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• Minimax variance M-estimators in -contamination models
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• Robust Estimation of a Location Parameter
• Robust L Estimation of Scale With an Application in Astronomy
• Robust Statistics

Cited in

(5)

• scientific article; zbMATH DE number 954479 (Why is no real title available?)
• A note on the maximum deviation of the scale-contaminated normal to the best normal distribution
• On minimum Fisher information distributions with restricted support and fixed variance
• Minimizing Fisher information with absolute moment constraints
• scientific article; zbMATH DE number 3965164 (Why is no real title available?)

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