Asymptotic Minimax Properties of L-Estimators of Scale

• المؤلفون الرئيسيون: Wu, E. K. H., Leung, Denis H. Y.
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 1992
• الموضوعات: Economics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/506
• المؤسسة: Singapore Management University

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...