Abstract
Let Θ be a real random variable with a known (a priori) distribution. Let the observations given Θ be iid with a common distributionF0(·)=F(·-0)F is known to belong to some family of distributions on the real line. We find estimators of Θ which are asymptotically minimax for two types of loss functions.
Original language | English |
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Pages (from-to) | 290-302 |
Number of pages | 13 |
Journal | Journal of Multivariate Analysis |
Volume | 23 |
Issue number | 2 |
DOIs | |
State | Published - Dec 1987 |
Keywords
- L-estimators
- location parameter
- M-estimators