Asymptotic results in robust quasi-bayesian estimation

Let [Theta] be a real random variable with a known (a priori) distribution. Let the observations given [Theta] be iid with a common distributionF0(Â·)=F(Â·-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.

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Year of publication:	1987
Authors:	Ritov, Ya'acov
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 23.1987, 2, p. 290-302
Publisher:	Elsevier
Subject:	M-estimators L-estimators location parameter

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160489