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

DOI10.1080/03610920701669850zbMATH Open1318.62081OpenAlexW2168247168MaRDI QIDQ5457992FDOQ5457992

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

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

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)

Cites Work

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

Cited In (6)

• Title not available (Why is that?)
• ASYMPTOTIC MINIMAX PROPERTIES OF L‐ESTIMATORS OF SCALE
• Robust \(M\)- and \(L\)-estimators of scale parameter
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the minimisation of \(L^ p\) error in mode estimation

This page was built for publication: Minimax Asymptotic Mean-Squared-Error ofL-Estimators of Scale Parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5457992)