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Robust weighted Cramér-von Mises Estimators of location,with minimax variance in ϵ-contamination neighbourhoods |
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| Authors: | Douglas P Wiens |
| Abstract: | We construct weighted Cramér-von Mises location estimators which are asymptotically normally distributed throughout an ?e-contamination neighbourhood of a given, strongly unimodal distribution function, and which minimize the maximum asymptotic variance in such neighbourhoods. Applications to the estimation of a normal or logistic mean are given. |
| Keywords: | Weighted Cramé r-von Mises estimation minimum-distance estimators robust methods minimax variance ϵ -contamination gross errors |