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M-estimate min-max asymptotic variance
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Monotonicity Regression quantile Min-Max formula
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Li, Bing
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Poiraud-Casanova, Sandrine
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subject:"minimax"
(13 results)
1
About monotone regression quantiles
Poiraud-Casanova, Sandrine
;
Thomas-Agnan, Christine
- In:
Statistics & Probability Letters
48
(
2000
)
1
,
pp. 101-104
Min-Max
formula introduced by Casady and Cryer (1976, Ann. Math. Statist. 4 (3), 532-541). The proof of this result uses …
Persistent link: https://www.econbiz.de/10005259312
Saved in:
2
Min-max
asymptotic variance of M-estimates of location when scale is unknown
Li, Bing
;
Zamar, Ruben H.
- In:
Statistics & Probability Letters
11
(
1991
)
2
,
pp. 139-145
This paper extends Huber's (1964)
min-max
result to the case when the scale parameter is unknown and must be estimated … along with the location parameter. A
min-max
problem in which nature chooses F from a family of symmetric distribution …
Persistent link: https://www.econbiz.de/10005137944
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