A minimax variance (in the Huber sense) estimator of a correlation coe cient for -contaminated bivariate normal distributions is given by the trimmed correlation coe cient. Consistency and asymptotic normality of this estimator are established, and the explicit expression for its asymptotic variance
β¦ LIBER β¦
Minimax estimation of a variance
β Scribed by Thomas S. Ferguson; Lynn Kuo
- Publisher
- Springer Japan
- Year
- 1994
- Tongue
- English
- Weight
- 733 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0020-3157
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