Asymptotics for Configural Location Estimators
The Annals of Statistics · 1986 · Volume 14 · Issue 1
Abstract
This paper examines the asymptotic properties of compromise estimators. By this we mean an estimation method which compromises between a finite number of sampling situations in a small sample optimal way. We develop the asymptotic theory of such estimators in the location problem and show that under a specific choice of a pair of sampling situations the compromise estimator is asymptotically robust in Huber's sense.
Keywords
62F35, 65F12, asymptotics, conditional inference, Equivariance, robust estimation
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