RobustM-estimators of scale: Minimax bias versus maximal variance

DOI10.2307/3315492zbMath0929.62030OpenAlexW2094861166MaRDI QIDQ4262091

John R. Collins

Publication date: 31 January 2000

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

Full work available at URL: https://doi.org/10.2307/3315492

zbMATH Keywords

asymptotic efficiencyasymptotic variancerobust estimationscale parameterminimax asymptotic bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

M-Estimators of Scale with Minimum Gross Errors Sensitivity ⋮ Minimax Asymptotic Mean-Squared-Error ofL-Estimators of Scale Parameter ⋮ Bias-robustL-estimators of a scale parameter

Cites Work

• Unnamed Item
• Bias robust estimation of scale
• The bias of \(k\)-step M-estimators
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Efficiency-constrained bias-robust estimation of location
• A new infinitesimal approach to robust estimation
• Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination
• Alternatives to the Median Absolute Deviation
• Robust Estimation of a Location Parameter

This page was built for publication: RobustM-estimators of scale: Minimax bias versus maximal variance