Distributions minimizing Fisher information for scale in - contamination neighbourhoods

DOI10.1016/0167-7152(92)90098-PzbMATH Open0757.62016OpenAlexW2014431557MaRDI QIDQ1199012FDOQ1199012

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

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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)

Cites Work

• Robust Estimation of a Location Parameter
• Robust Statistics
• Title not available (Why is that?)
• Huber-Sense Robust M-Estimation of a Scale Parameter, with Applications to the Exponential Distribution
• 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
• Robust L Estimation of Scale With an Application in Astronomy
• Minimax variance M-estimators in \(\epsilon\)-contamination models
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
• A Note on Huber's Robust Estimation of a Location Parameter

Cited In (5)

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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