Variance etable r-estimators
|Published in||Statistics. 1986, vol. 17, no. 2, p. 189-199|
|Abstract||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)|
|Keywords||R-estimators — influence function — change-of-variance function — robust estimation — asymptotic variance|
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|RONCHETTI, Elvezio, YEN, James H. Variance etable r-estimators. In: Statistics, 1986, vol. 17, n° 2, p. 189-199. https://archive-ouverte.unige.ch/unige:23208|