Robust weighted Cramér‐von Mises Estimators of location, with minimax variance in ϵ‐contamination neighbourhoods | Zendy

Wiens Douglas P. | Zendy

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Robust weighted Cramér‐von Mises Estimators of location, with minimax variance in ϵ‐contamination neighbourhoods

Author(s) -

Wiens Douglas P.

Publication year - 1987

Publication title -

canadian journal of statistics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.804

H-Index - 51

eISSN - 1708-945X

pISSN - 0319-5724

DOI - 10.2307/3314916

Subject(s) - estimator , minimax , variance (accounting) , mathematics , statistics , neighbourhood (mathematics) , von mises yield criterion , econometrics , mathematical economics , economics , mathematical analysis , engineering , accounting , structural engineering , finite element method

We construct weighted Cramér‐von Mises location estimators which are asymptotically normally distributed throughout an ϵe‐contamination neighbourhood of a given, strongly unimodal distribution function, and which minimize the maximum asymptotic variance in such neighbourhoods. Applications to the estimation of a normal or logistic mean are given.

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