Asymptotic results in robust quasi-bayesian estimation

Ya'acov Ritov

Journal of Multivariate Analysis, 1987, vol. 23, issue 2, 290-302

Abstract: Let [Theta] be a real random variable with a known (a priori) distribution. Let the observations given [Theta] 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 [Theta] which are asymptotically minimax for two types of loss functions.

Keywords: M-estimators; L-estimators; location; parameter (search for similar items in EconPapers)
Date: 1987
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