Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods

DOI10.2307/3314916MaRDI QIDQ3769774zbMATH OpenOpenAlexFDO

Authors Douglas P. Wiens

Publication date 1987

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314916

zbMATH Keywords

asymptotic normalityepsilon-contaminationgross errorslogistic meanminimax varianceminimum distance estimatorsrobust methodsstrongly unimodal distribution functionweighted Cramér- von Mises location estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

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Cites work

• A Note on Huber's Robust Estimation of a Location Parameter
• scientific article; zbMATH DE number 3718368 (Why is no real title available?)
• Large sample theory for U-statistics and tests of fit
• Minimum Distance and Robust Estimation
• Minimum Distance Estimators for Location and Goodness of Fit
• On minimum cramer-von mises-norm parameter estimation
• On the minimax property for R-estimators of location
• Ranges and Midranges
• Robust Estimates of Location: Symmetry and Asymmetric Contamination
• Robust Estimation of a Location Parameter
• Robust estimation via minimum distance methods
• The Influence Curve and Its Role in Robust Estimation
• The Minimum Distance Method

Cited in

(8)

• Robust estimation of a position parameter for a normal sample with asymmetric contamination
• The Consistency and Robustness of Modified Cramér–Von Mises and Kolmogorov–Cramér Estimators
• Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location
• Generalised weighted Cramer-von Mises distance estimators
• Compromise Pitman estimators
• Generalized Cramér–von Mises minimum distance estimator
• Asymptotic minimax properties of M-estimators of scale
• The iteratively reweighted estimating equation in minimum distance problems

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