Geodesic
Asymptotically stable estimators of location and scale parameters II. Estimation of scale parameter
Mathematica Applicanda, Tome 16 (1987) no. 30, pp. 79-96.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

Asymptotic robustness of estimators of scale parameter with respect to scale invariant bias oscillation function is studied for two types of disturbances. In the case of £-contamination, the most robust sequence of equivariant estimators for model distribution with a positive support and the most robust sequence of equivariant symmetric estimators for symmetric model distribution are constructed. In the case of Kolmogorov-Levy neighbourhoods, the solution is derived without any assumptions about the model distribution. As examples, the most bias-robust estimators for uniform, Pareto, Weibull, Laplace, normal, Cauchy and double-exponential distributions are presented.
DOI : 10.14708/ma.v16i30.1700
Classification : 62F35 (62F10)
Mots-clés : Robustness and adaptive procedures, Point estimation 
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Tomasz Rychlik. Asymptotically stable estimators of location and scale parameters II. Estimation of scale parameter. Mathematica Applicanda, Tome 16 (1987) no. 30, pp.  79-96. doi : 10.14708/ma.v16i30.1700. http://geodesic.mathdoc.fr/articles/10.14708/ma.v16i30.1700/

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