RobustM-estimators of scale: Minimax bias versus maximal variance

DOI10.2307/3315492zbMATH Open0929.62030OpenAlexW2094861166MaRDI QIDQ4262091FDOQ4262091

Authors: John R. Collins 

Publication date: 31 January 2000

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

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

Recommendations

• Comparisons of asymptotic biases and variances ofm-estimators of scale under asymmetric contamination
• Bias robust estimation of scale
• Robust \(M\)- and \(L\)-estimators of scale parameter

zbMATH Keywords

asymptotic efficiencyrobust estimationasymptotic variancescale parameterminimax asymptotic bias

Mathematics Subject Classification ID

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

Cites Work

• Robust Estimation of a Location Parameter
• Title not available (Why is that?)
• Alternatives to the Median Absolute Deviation
• Efficiency-constrained bias-robust estimation of location
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Bias robust estimation of scale
• A new infinitesimal approach to robust estimation
• The bias of \(k\)-step M-estimators
• Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination

Cited In (22)

• Bias robust estimation of scale
• Maxbias curves of robust scale estimators based on subranges
• ASYMPTOTIC MINIMAX PROPERTIES OF L‐ESTIMATORS OF SCALE
• Minimax Asymptotic Mean-Squared-Error ofL-Estimators of Scale Parameter
• Maxbias Curves of Robust Location Estimators based on Subranges
• Fast highly efficient and robust one-step \(M\)-estimators of scale based on \(Q_n\)
• M-Estimators of Scale with Minimum Gross Errors Sensitivity
• Robust \(M\)- and \(L\)-estimators of scale parameter
• Efficiency comparison of \(M\)-estimates for scale at \(t\)-distributions
• Comparisons of asymptotic biases and variances ofm-estimators of scale under asymmetric contamination
• The change-of-variance function of \(M\)-estimators of scale under general contamination
• Title not available (Why is that?)
• Asymptotic minimax properties of M-estimators of scale
• Bias-robustL-estimators of a scale parameter
• ON THE MINIMAX VARIANCE ESTIMATORS OF SCALE IN TIME TO FAILURE MODELS
• Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures
• Robustness of confidence intervals for scale parameters based on m-estimators
• A most bias-robust estimate of the location parameter: a general existence theorem
• Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates
• On the bias–robustness in the location model I
• Robustness comparisons of some classes of location parameter estimators
• A note on the uniform asymptotic normality of location M-estimates

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