Optimal robust \(M\)-estimates of location

DOI10.1214/aos/996986506zbMath1029.62019MaRDI QIDQ1848859

Ruben H. Zamar, Ricardo Fraiman, Víctor J. Yohai

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/996986506

zbMATH Keywords

M-estimates; robust location; minimax intervals

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

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