Title:
|
Asymptotic efficiency and robustness of $D$-estimators (English) |
Author:
|
Vajda, Igor |
Language:
|
English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
20 |
Issue:
|
5 |
Year:
|
1984 |
Pages:
|
358-375 |
. |
Category:
|
math |
. |
MSC:
|
62F12 |
MSC:
|
62F35 |
MSC:
|
62G20 |
MSC:
|
62H12 |
idZBL:
|
Zbl 0599.62039 |
idMR:
|
MR776326 |
. |
Date available:
|
2009-09-24T17:42:36Z |
Last updated:
|
2012-06-05 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124488 |
. |
Reference:
|
[1] J. Anděl: Mathematical Statistics.(in Czech). SNTL - Alfa, Praha-Bratislava 1978. |
Reference:
|
[2] D. F. Andrews P. J. Bickel F. R. Hampel P. J. Huber W. H. Rogers, J. W. Turkey: Robust Estimates of Location.Princeton Univ. Press, Princeton 1972. |
Reference:
|
[3] D. D. Boos: Minimum distance estimators for location and goodness of fit.J. Amer. Statist. Assoc. 76 (1981), 663-670. Zbl 0475.62030, MR 0629752 |
Reference:
|
[4] J. Grim: An algorithm for maximizing a finite sum of positive functions and its application to cluster analysis.Problems Control Inform. Theory 10 (1981), 427-437. Zbl 0476.65100, MR 0643728 |
Reference:
|
[5] F. Hampel: The influence curve and its role in robust estimation.J. Amer. Statist. Assoc. 69 (1974), 383-393. Zbl 0305.62031, MR 0362657 |
Reference:
|
[6] P. J. Huber: Robust estimation of a location parameter.Ann. Math. Statist. 35 (1964), 73-101. Zbl 0136.39805, MR 0161415 |
Reference:
|
[7] J. W. Tukey: Exploratory Data Analysis.Addison-Wesley, Reading 1970. |
Reference:
|
[8] I. Vajda: Minimum divergence principle in statistical estimation.Statistics and Decisions 2 (1984), to appear. Zbl 0558.62004, MR 0785211 |
Reference:
|
[9] I. Vajda: Motivation, existence and equivariance of D-estimators.Kybernetika 20 (1984), 3, 189-208. Zbl 0558.62026, MR 0763646 |
Reference:
|
[10] I. Vajda: Consistency of D-estimators.Kybernetika 20 (1984), 4, 283-303. Zbl 0599.62038, MR 0768509 |
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