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- W800187459 abstract "The least informative (favorable) distributions, minimizing Fisher information for a multivariate location parameter, are derived in the parametric class of the exponential-power spherically symmetric distributions under the following characterizing restrictions; (i) a bounded variance, (ii) a bounded value of a density at the center of symmetry, and (iii) the intersection of these restrictions. In the first two cases, (i) and (ii) respectively, the least informative distributions are the Gaussian and Laplace, respectively. In the latter case (iii) the optimal solution has three branches, with relatively small variances it is the Gaussian, them with intermediate variances. The corresponding robust minimax M-estimators of location are given by the -norm, the -norm and the -norm methods. The properties of the proposed estimators and their adaptive versions ar studied in asymptotics and on finite samples by Monte Carlo." @default.
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- W800187459 date "2002-01-01" @default.
- W800187459 modified "2023-09-24" @default.
- W800187459 title "ROBUST $L_{p}$-NORM ESTIMATORS OF MULTIVARIATE LOCATION IN MODELS WITH A BOUNDED VARIANCE" @default.
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