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ε-Minimax character of Hotelling'sT1test for almost-normal distributions

✍ Scribed by L. A. Khalfin; N. M. Khalfina


Publisher
Springer US
Year
1975
Tongue
English
Weight
527 KB
Volume
3
Category
Article
ISSN
1573-8795

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Minimax variance estimation of a correla
✍ Georgy L. Shevlyakov; Nikita O. Vilchevski 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 115 KB

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