Discrete analogs of Fisher information and least favorable distributions in robust estimation of location parameters

DOI10.1007/BF02368731MaRDI QIDQ1947743zbMATH OpenFDO

Authors N. O. Vil'chevskij, G. L. Shevlyakov

Publication date 26 April 2013

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02368731

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3930862 (Why is no real title available?)
• Robust Statistics

Cited in

(5)

• Minimum Fisher information of moment-constrained distributions with application to robust blind identification
• Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
• On the characterization of Fisher information and stability of the least favorable lattice distributions
• Conditionally least-informative distributions: the case of the location parameter
• Estimating Fisher information of location

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