Distributions minimizing Fisher information for scale in [var epsilon]-contamination neighbourhoods
We consider the problem of finding those distributions minimizing Fisher information for scale over [var epsilon]-contamination neighbourhoods [var epsilon](G) = \s{F:F = (1 - [var epsilon])G + [var epsilon]H, [var epsilon] fixed, H arbitrary\s} of distribution functions G satisfying certain mild conditions. Huber (1981) worked out the solution when G is normal. The general form of the solution is being discussed in this paper.
Year of publication: |
1992
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Authors: | Wu, Eden K. H. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 5, p. 373-383
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Publisher: |
Elsevier |
Keywords: | Robust estimation of scale minimum Fisher information for scale M-estimates of scale minimax variance |
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