Random quotients and robust estimation

DOI10.1080/03610928408828859MaRDI QIDQ3687510zbMATH OpenOpenAlexFDO

Authors Wei-Yin Loh

Publication date 1984

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

Full work available at URL https://doi.org/10.1080/03610928408828859

zbMATH Keywords

asymptotic relative efficiencies of the sample mediancontaminated normaldouble exponentialHuber's M-estimatormeanpartial ordering on the family of symmetric distributions according to tail heavinessrandom quotientsrobust estimationslash distributionsStudent's ttail-orderingtrimmed meanTukey model

Mathematics Subject Classification ID

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

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Cites work

• Bounds on AREs for restricted classes of distributions defined via tail- orderings
• Concentration of Random Quotients
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• Inequalities of s-ordered distributions
• Random Quotients and the Behrens-Fisher Problem
• Robust Estimates of Location: Survey and Advances
• Strong unimodality and scale mixtures
• Understanding some long‐tailed symmetrical distributions

Cited in

(3)

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• The robustness of the quasilikelihood estimator
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