Finite sample tail behaviour of hodges-lehmann type estimators

DOI10.1080/02331880108802754zbMath1026.62017OpenAlexW1963532361MaRDI QIDQ4547522

YiJun Zuo

Publication date: 21 August 2002

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880108802754

zbMATH Keywords

robustnesstail behaviorbreakdown pointHodges-Lehmann estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Approximated non parametric confidence regions for the ratio of two percentiles ⋮ Asymptotic and Finite-Sample Properties in Statistical Estimation

Cites Work

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• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
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• The rate of convergence of consistent point estimators
• Estimates of location: a large deviation comparison
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
• Tail Behavior of Regression Estimators and their Breakdown Points
• Robust confidence limits
• Rates of Convergence of Estimates and Test Statistics
• Estimates of Location Based on Rank Tests
• Robust Statistics

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