Asymptotic efficiency and robustness of -estimators

Igor Vajda

Kybernetika (1984)

  • Volume: 20, Issue: 5, page 358-375
  • ISSN: 0023-5954

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Vajda, Igor. "Asymptotic efficiency and robustness of $D$-estimators." Kybernetika 20.5 (1984): 358-375. <http://eudml.org/doc/27643>.

@article{Vajda1984,
author = {Vajda, Igor},
journal = {Kybernetika},
keywords = {robustness; weak D-estimators; Asymptotic normality; directed D- estimators; influence curves; vector-valued parameter spaces; Asymptotic variance matrices; asymptotic efficiency},
language = {eng},
number = {5},
pages = {358-375},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Asymptotic efficiency and robustness of $D$-estimators},
url = {http://eudml.org/doc/27643},
volume = {20},
year = {1984},
}

TY - JOUR
AU - Vajda, Igor
TI - Asymptotic efficiency and robustness of $D$-estimators
JO - Kybernetika
PY - 1984
PB - Institute of Information Theory and Automation AS CR
VL - 20
IS - 5
SP - 358
EP - 375
LA - eng
KW - robustness; weak D-estimators; Asymptotic normality; directed D- estimators; influence curves; vector-valued parameter spaces; Asymptotic variance matrices; asymptotic efficiency
UR - http://eudml.org/doc/27643
ER -

References

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  2. D. F. Andrews P. J. Bickel F. R. Hampel P. J. Huber W. H. Rogers, J. W. Turkey, Robust Estimates of Location, Princeton Univ. Press, Princeton 1972. (1972) 
  3. D. D. Boos, Minimum distance estimators for location and goodness of fit, J. Amer. Statist. Assoc. 76 (1981), 663-670. (1981) Zbl0475.62030MR0629752
  4. J. Grim, An algorithm for maximizing a finite sum of positive functions and its application to cluster analysis, Problems Control Inform. Theory 10 (1981), 427-437. (1981) Zbl0476.65100MR0643728
  5. F. Hampel, The influence curve and its role in robust estimation, J. Amer. Statist. Assoc. 69 (1974), 383-393. (1974) Zbl0305.62031MR0362657
  6. P. J. Huber, Robust estimation of a location parameter, Ann. Math. Statist. 35 (1964), 73-101. (1964) Zbl0136.39805MR0161415
  7. J. W. Tukey, Exploratory Data Analysis, Addison-Wesley, Reading 1970. (1970) 
  8. I. Vajda, Minimum divergence principle in statistical estimation, Statistics and Decisions 2 (1984), to appear. (1984) Zbl0558.62004MR0785211
  9. I. Vajda, Motivation, existence and equivariance of D-estimators, Kybernetika 20 (1984), 3, 189-208. (1984) Zbl0558.62026MR0763646
  10. I. Vajda, Consistency of D-estimators, Kybernetika 20 (1984), 4, 283-303. (1984) Zbl0599.62038MR0768509

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