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

Asunción Rubio; Jan Amos Visek

Trabajos de Estadística (1991)

- Volume: 6, Issue: 2, page 67-85
- ISSN: 0213-8190

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topRubio, 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 -

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