Min-max asymptotic variance of M-estimates of location when scale is unknown
DOI10.1016/0167-7152(91)90131-AzbMATH Open0733.62031MaRDI QIDQ809499FDOQ809499
Authors: Bing Li, Ruben H. Zamar 
Publication date: 1991
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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- M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result
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- RobustM-estimators of scale: Minimax bias versus maximal variance
- Bias robust estimation of scale
residualsmedianinfluence curvescore functionrescalingmin-max problemlocation-scale central modelM-estimate of locationmaximum likelihood score functionmin-max asymptotic variancesymmetric distribution functions
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?)
- Robust Statistics
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- Min-max bias robust regression
- Robust estimation of a location parameter in the presence of asymmetry
- Maximizing the variance of M-estimators using the generalized method of moment spaces
- Upper bounds on asymptotic variances of M-estimators of location
- Robust Estimates of Location: Symmetry and Asymmetric Contamination
Cited In (17)
- M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result
- Efficiency rate and local deficiency of Huber’s location estimators and of the α-estimators
- Minimax Asymptotic Mean-Squared-Error ofL-Estimators of Scale Parameter
- Robust \(M\)- and \(L\)-estimators of scale parameter
- Optimal robust \(M\)-estimates of location
- A smoothing principle for the Huber and other location \(M\)-estimators
- Minimax-varianceL- andR-estimators of location
- The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale
- Title not available (Why is that?)
- Title not available (Why is that?)
- Minimax variance M-estimators of location in Kolmogorov neighbourhoods
- Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates
- On the minimax property for R-estimators of location
- Title not available (Why is that?)
- Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation
- A Simple Diagnostic Plot Connecting Robust Estimation, Outlier Detection, and False Discovery Rates
- Robustness against unexpected dependence in the location model
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