Robustness comparisons of some classes of location parameter estimators

DOI10.1023/A:1004174024279MaRDI QIDQ1585893zbMATH OpenOpenAlexFDO

Authors John R. Collins

Publication date 8 January 2003

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1004174024279

zbMATH Keywords

asymptotic variancesasymptotic biasesRobust estimationasymmetric contaminationM-, L- and R-estimators

Mathematics Subject Classification ID

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

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Cited in

(16)

• On the performance of bivariate robust location estimators under contamination
• Robust estimation of a location parameter with the integrated Hogg function
• Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures
• New results on the small-sample properties of some robust univariate estimators of location
• Comparison of the robust parameters estimation methods for the two-parameters Lomax distribution
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• Bias comparisons of robust estimators of scale parameter
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• scientific article; zbMATH DE number 4182598 (Why is no real title available?)
• Maximal Asymptotic Biases ofM-Estimators of Location with Preliminary Scale Estimates
• Comparison of efficientL- andR-estimators of location
• scientific article; zbMATH DE number 3956211 (Why is no real title available?)
• scientific article; zbMATH DE number 3960766 (Why is no real title available?)
• scientific article; zbMATH DE number 4111807 (Why is no real title available?)
• Efficiency rate and local deficiency of Huber’s location estimators and of the α-estimators
• Application of M-Estimators to Cross-Section Effect Models

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