Finite-sample comparison of L -estimators of location

Jana Jurečková

Commentationes Mathematicae Universitatis Carolinae (1979)

  • Volume: 020, Issue: 3, page 507-518
  • ISSN: 0010-2628

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Jurečková, Jana. "Finite-sample comparison of $L$-estimators of location." Commentationes Mathematicae Universitatis Carolinae 020.3 (1979): 507-518. <http://eudml.org/doc/16989>.

@article{Jurečková1979,
author = {Jurečková, Jana},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {finite-sample comparison; extreme deviations; double-exponential; logistic; Cauchy distribution; tails of distribution; L-estimator; efficiency},
language = {eng},
number = {3},
pages = {507-518},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Finite-sample comparison of $L$-estimators of location},
url = {http://eudml.org/doc/16989},
volume = {020},
year = {1979},
}

TY - JOUR
AU - Jurečková, Jana
TI - Finite-sample comparison of $L$-estimators of location
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1979
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 020
IS - 3
SP - 507
EP - 518
LA - eng
KW - finite-sample comparison; extreme deviations; double-exponential; logistic; Cauchy distribution; tails of distribution; L-estimator; efficiency
UR - http://eudml.org/doc/16989
ER -

References

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  1. R. R. BAHADUR, Rates of convergence of estimates and test statisties, Ann. Math. Statist. 38 (1967), 303-324. (1967) MR0207085
  2. R. R. BAHADUR, Some Limit Theorems in Statistics, SIAM, Philadelphia (1971). (1971) Zbl0257.62015MR0315820
  3. J. C. FU, The rate of convergence of point estimators, Ann. Statist. 3 (1975), 234-240. (1975) MR0359155
  4. P. J. HUBER, Robust confidence limits, Z. Wahrscheinlichkeitetheorie und verw. Gebiete 10 (1968), 269-278. (1968) Zbl0174.50402MR0242330
  5. J. JUREČKOVÁ, Locally optimal estimates of location, Comment. Math. Univ. Carolinae 18 (1977), 599-610. (1977) MR0483158
  6. E. L. LEHMANN, Testing Statistical Hypotheses, J. Wiley (1959). (1959) Zbl0089.14102MR0107933
  7. M. LOЀVE, Probability Theory, Moscow (1962) (Russian translation). (1962) MR0140129
  8. G. L. SIEVERS, Estimation of location: A large deviation comparison, Ann. Statist. 6 (1978), 610-618. (1978) MR0494631

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