Distributions minimizing Fisher information for location in Kolmogorov neighbourhoods

DOI10.1023/A:1003175030138zbMATH Open0931.62029OpenAlexW2001034685MaRDI QIDQ1293725FDOQ1293725

Authors: K. Appert 

Publication date: 20 February 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003175030138

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• scientific article; zbMATH DE number 954479

zbMATH Keywords

extreme-value distributionminimum Fisher information for locationPearson type IV distributionrobust estimation of location

Mathematics Subject Classification ID

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

Cited In (9)

• An equivalent formula for Pitman's asymptotic relative efficiency under weakened assumptions
• Title not available (Why is that?)
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• Conditionally least-informative distributions: the case of the location parameter
• Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
• Estimating Fisher information of location
• On minimum Fisher information distributions with restricted support and fixed variance
• Discrete analogs of Fisher information and least favorable distributions in robust estimation of location parameters
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