Asymptotic Minimax Properties of L-Estimators of Scale
This paper asks whether or not the efficient L-estimator of scale corresponding to the least informative distribution in ?-contamination and Kol-mogorov neighbourhoods of certain distributions possesses the saddlepoint property. This is of interest since the saddlepoint property implies the mini-max...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1992
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/506 |
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| Institution: | Singapore Management University |
| Language: | English |