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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.