Asymptotic results in robust quasi-bayesian estimation

Ya'acov Ritov*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

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 languageEnglish
Pages (from-to)290-302
Number of pages13
JournalJournal of Multivariate Analysis
Volume23
Issue number2
DOIs
StatePublished - Dec 1987

Keywords

  • L-estimators
  • location parameter
  • M-estimators

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