Efficiency-Constrained Bias-Robust Estimation of Location
نویسندگان
چکیده
منابع مشابه
Bias Robust Estimation of Scale Where Location Is Unknown
In this paper we consider the problem of robust estimation of the scale of the location residuals when the "true" underlying distribution of the data belongs to a contamination neighborhood of a parametric location-scale family. First we show that a scaled version of the l\tlADAM (median of absolute residuals about the median) is approximately most bias-robust within the class 0 Huber's proposa...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1993
ISSN: 0090-5364
DOI: 10.1214/aos/1176349029