Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures
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Publication:1333133
DOI10.1016/0378-3758(94)90155-4zbMath0804.62036MaRDI QIDQ1333133
Publication date: 19 January 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)90155-4
asymptotic relative efficiency; trimmed mean; location; robust estimation; sample mean; Hodges-Lehmann estimator; cumulative distribution; supremum; infimum; sample median; generalized Tukey model
62F12: Asymptotic properties of parametric estimators
62G35: Nonparametric robustness
62G05: Nonparametric estimation
62F35: Robustness and adaptive procedures (parametric inference)
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