Scientific article

Variance etable r-estimators

Published inStatistics, vol. 17, no. 2, p. 189-199
Publication date1986

By means of the concept of change-of-variance function we investigate the stability properties of the asymptotic variance of R-estimators. This allows us to construct the optimal V-robust R-estimator that minimizes the asymptotic variance at the models under the side condition of a bounded change-of-variance function. Finally, we discuss the connection between this function and an influence function for two-sample rank tests introduced by EPLETT (1980)

  • R-estimators
  • influence function
  • change-of-variance function
  • robust estimation
  • asymptotic variance
Affiliation Not a UNIGE publication
Citation (ISO format)
RONCHETTI, Elvezio, YEN, James H. Variance etable r-estimators. In: Statistics, 1986, vol. 17, n° 2, p. 189–199. doi: 10.1080/02331888608801927
ISSN of the journal0233-1888

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