Tail-behavior of location estimators

DOI10.1214/AOS/1176345461MaRDI QIDQ1159928zbMATH OpenOpenAlexFDO

Authors Jana Jurečková

Publication date 1981

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

Full work available at URL https://doi.org/10.1214/aos/1176345461

zbMATH Keywords

medianHodges-Lehmann estimatorM-estimatortrimmed meansample meanrobust estimatorsR-estimatorsL- estimatortranslation-invariant estimator

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited in

(11)

• The outlier behaviour of probability distributions
• Tail and nontail memory with applications to extreme value and robust statistics
• Finite sample tail behaviour of hodges-lehmann type estimators
• On tail behavior in Bayesian location inference
• A simple and competitive estimator of location
• Asymptotic and finite-sample properties in statistical estimation
• The mean residual life function at great age: Applications to tail estimation
• Tail behavior of the least-squares estimator
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models
• Finite sample tail behavior of multivariate location estimators
• Approach to normality of mean and M-estimators of location

This page was built for publication: Tail-behavior of location estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1159928)