Optimal robust M-estimates of location
We find optimal robust estimates for the location parameter of n independent measurements from a common distribution F that belongs to a contamination neighborhood of a normal distribution. We follow an asymptotic minimax approach similar to Huber's but work with full neighborhoods of the centr...
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| Autores principales: | Fraiman, R., Yohai, V.J., Zamar, R.H. |
|---|---|
| Formato: | JOUR |
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_00905364_v29_n1_p194_Fraiman |
| Aporte de: |
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