On the minimax property for R-estimators of location

DOI10.1214/AOS/1176346331zbMATH Open0542.62024OpenAlexW1534632437MaRDI QIDQ795435FDOQ795435

Authors: John R. Collins 

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1214/aos/1176346331

Recommendations

• Minimax-varianceL- andR-estimators of location
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• Comparison of efficientL- andR-estimators of location
• Min-max asymptotic variance of M-estimates of location when scale is unknown

zbMATH Keywords

robust estimationFisher informationR-estimatorsminimax propertyunknown location

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (11)

• Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods
• Asymptotic minimax properties of M-estimators of scale
• Optimal, robust \(R\)-estimators and test statistics in the linear model
• Minimax-varianceL- andR-estimators of location
• On sequential R estimation of location in the general behrens fisher model
• Comparison of efficientL- andR-estimators of location
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• Title not available (Why is that?)
• Location estimators and spread
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• Title not available (Why is that?)

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