Efficiency rate and local deficiency of Huber's location estimators and of the α-estimators.

Rubio, Asunción, and Visek, Jan Amos. "Efficiency rate and local deficiency of Huber's location estimators and of the α-estimators.." Trabajos de Estadística 6.2 (1991): 67-85. <http://eudml.org/doc/40558>.

@article{Rubio1991,
abstract = {The paper studies the problem of selecting an estimator with (approximately) minimal asymptotic variance. For every fixed contamination level there is usually just one such estimator in the considered family. Using the first and the second derivative of the asymptotic variance with respect to the parameter which parametrizes the family of estimators the paper gives two examples of how to select the estimator and gives an approximation to a loss which we suffer when we use the estimator with approximately minimal asymptotic variance instead of the estimator with the precisely minimal.},
author = {Rubio, Asunción, Visek, Jan Amos},
journal = {Trabajos de Estadística},
keywords = {Deficiencia; Indices de contaminación; Estimadores; Localización; efficiency rate; local deficiency; Huber's location estimators; alpha estimators; contamination level; approximately minimal asymptotic variance},
language = {eng},
number = {2},
pages = {67-85},
title = {Efficiency rate and local deficiency of Huber's location estimators and of the α-estimators.},
url = {http://eudml.org/doc/40558},
volume = {6},
year = {1991},
}

TY - JOUR
AU - Rubio, Asunción
AU - Visek, Jan Amos
TI - Efficiency rate and local deficiency of Huber's location estimators and of the α-estimators.
JO - Trabajos de Estadística
PY - 1991
VL - 6
IS - 2
SP - 67
EP - 85
AB - The paper studies the problem of selecting an estimator with (approximately) minimal asymptotic variance. For every fixed contamination level there is usually just one such estimator in the considered family. Using the first and the second derivative of the asymptotic variance with respect to the parameter which parametrizes the family of estimators the paper gives two examples of how to select the estimator and gives an approximation to a loss which we suffer when we use the estimator with approximately minimal asymptotic variance instead of the estimator with the precisely minimal.
LA - eng
KW - Deficiencia; Indices de contaminación; Estimadores; Localización; efficiency rate; local deficiency; Huber's location estimators; alpha estimators; contamination level; approximately minimal asymptotic variance
UR - http://eudml.org/doc/40558
ER -