Asymptotic results in robust quasi-bayesian estimation

Ya'acov Ritov

doi:10.1016/0047-259X(87)90158-8

Asymptotic results in robust quasi-bayesian estimation

Ya'acov Ritov^*

^*Corresponding author for this work

Department of Statistics

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	290-302
Number of pages	13
Journal	Journal of Multivariate Analysis
Volume	23
Issue number	2
DOIs	https://doi.org/10.1016/0047-259X(87)90158-8
State	Published - Dec 1987

Keywords

L-estimators
M-estimators
location parameter

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10.1016/0047-259X(87)90158-8

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title = "Asymptotic results in robust quasi-bayesian estimation",

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.",

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AB - 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.

KW - L-estimators

KW - M-estimators

KW - location parameter

UR - https://www.scopus.com/pages/publications/58149370027

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JO - Journal of Multivariate Analysis

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Asymptotic results in robust quasi-bayesian estimation

Abstract

Keywords

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