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- W2068696592 abstract "The problem considered is that of optimizing a function of a finite number of linear functionals over an infinite dimensional convex set $S$. It is shown that under some reasonably general conditions the method of moment spaces can be used to reduce the problem to one of optimizing over a simple finite dimensional set (generally a set of convex combinations of extreme points of $S$). The results are applied to finding the maximum asymptotic variance of M-estimators over classes of distributions arising in the theory of robust estimation." @default.
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- W2068696592 date "1981-05-01" @default.
- W2068696592 modified "2023-09-27" @default.
- W2068696592 title "Maximizing the Variance of $M$-Estimators Using the Generalized Method of Moment Spaces" @default.
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- W2068696592 doi "https://doi.org/10.1214/aos/1176345460" @default.
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