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Asymptotic results in robust quasi-bayesian estimation
- Source :
- Journal of Multivariate Analysis. 23(2):290-302
- Publication Year :
- 1987
- Publisher :
- Elsevier BV, 1987.
-
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.
- Subjects :
- Discrete mathematics
Statistics and Probability
Bayes estimator
Mathematical optimization
Numerical Analysis
Location parameter
L-estimators
Estimator
location parameter
Minimax
M-estimators
Distribution (mathematics)
A priori and a posteriori
Statistics, Probability and Uncertainty
Random variable
Real line
Mathematics
Subjects
Details
- ISSN :
- 0047259X
- Volume :
- 23
- Issue :
- 2
- Database :
- OpenAIRE
- Journal :
- Journal of Multivariate Analysis
- Accession number :
- edsair.doi.dedup.....c77df02af32d9811753738de2d04c847
- Full Text :
- https://doi.org/10.1016/0047-259x(87)90158-8