Minimum mean squared estimation of location and scale parameters under misspecification of the model

DOI10.1093/biomet/68.2.501zbMath0469.62029MaRDI QIDQ3923412

C. R. Heathcote, Mervyn J. Silvapullé

Publication date: 1981

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/68.2.501

zbMATH Keywords

numerical results; asymptotic bias; maximum likelihood estimators; robust estimation; contamination models; minimum mean squared distance; simultaneous estimation of location and scale

Mathematics Subject Classification ID

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

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