Asymptotically stable estimators of location and scale parameters I. Estimation of location parameter

Tomasz Rychlik

Mathematica Applicanda (1987)

  • Volume: 16, Issue: 30
  • ISSN: 1730-2668

Abstract

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A sequence of equivariant estimators of a location parameter, which is asymptotically most robust with respect to bias oscillation function, is derived for two types of disturbances: e-contamination and Kolmogorov-Levy neighbourhoods. The sequence consists of properly chosen order statistics modified by adding a constant. As examples, the most bias-robust estimators for unimodal symmetric, Weibull, double-exponential and beta distributions are presented.

How to cite

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Tomasz Rychlik. "Asymptotically stable estimators of location and scale parameters I. Estimation of location parameter." Mathematica Applicanda 16.30 (1987): null. <http://eudml.org/doc/293215>.

@article{TomaszRychlik1987,
abstract = {A sequence of equivariant estimators of a location parameter, which is asymptotically most robust with respect to bias oscillation function, is derived for two types of disturbances: e-contamination and Kolmogorov-Levy neighbourhoods. The sequence consists of properly chosen order statistics modified by adding a constant. As examples, the most bias-robust estimators for unimodal symmetric, Weibull, double-exponential and beta distributions are presented.},
author = {Tomasz Rychlik},
journal = {Mathematica Applicanda},
keywords = {Robustness and adaptive procedures},
language = {eng},
number = {30},
pages = {null},
title = {Asymptotically stable estimators of location and scale parameters I. Estimation of location parameter},
url = {http://eudml.org/doc/293215},
volume = {16},
year = {1987},
}

TY - JOUR
AU - Tomasz Rychlik
TI - Asymptotically stable estimators of location and scale parameters I. Estimation of location parameter
JO - Mathematica Applicanda
PY - 1987
VL - 16
IS - 30
SP - null
AB - A sequence of equivariant estimators of a location parameter, which is asymptotically most robust with respect to bias oscillation function, is derived for two types of disturbances: e-contamination and Kolmogorov-Levy neighbourhoods. The sequence consists of properly chosen order statistics modified by adding a constant. As examples, the most bias-robust estimators for unimodal symmetric, Weibull, double-exponential and beta distributions are presented.
LA - eng
KW - Robustness and adaptive procedures
UR - http://eudml.org/doc/293215
ER -

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