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
โฆ LIBER โฆ
Minimax estimators of a normal variance
โ Scribed by Maruyama, Yuzo
- Book ID
- 113011872
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 75 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0026-1335
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