Minimax Asymptotic Mean-Squared-Error ofL-Estimators of Scale Parameter

DOI10.1080/03610920701669850MaRDI QIDQ5457992zbMATH OpenOpenAlexFDO

Authors D. Szatmari-Voicu

Publication date 10 April 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701669850

zbMATH Keywords

robust estimationscale parameter\(L\)-estimatorsminimax asymptotic mean-squared-error

Mathematics Subject Classification ID

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

Recommendations

• ASYMPTOTIC MINIMAX PROPERTIES OF L‐ESTIMATORS OF SCALE
• Asymptotic minimax properties of M-estimators of scale
• Asymptotics for \(M\)-estimators defined by convex minimization
• Min-max asymptotic variance of M-estimates of location when scale is unknown
• Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution

Cites work

• Bias-robustL-estimators of a scale parameter
• Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination
• Robust Statistics
• RobustM-estimators of scale: Minimax bias versus maximal variance

Cited in

(6)

• scientific article; zbMATH DE number 4030713 (Why is no real title available?)
• ASYMPTOTIC MINIMAX PROPERTIES OF L‐ESTIMATORS OF SCALE
• Robust \(M\)- and \(L\)-estimators of scale parameter
• scientific article; zbMATH DE number 5152035 (Why is no real title available?)
• scientific article; zbMATH DE number 3919585 (Why is no real title available?)
• On the minimisation of \(L^ p\) error in mode estimation

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