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Journal of Statistical Computation and Simulation Volume 10, 1980 - Issue 3-4
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Original Articles

A conditional property of adaptive estimators

William C. Parr Institute of Statistics, Texas A&M University, College Station, Texas, U.S.A
Pages 289-295 | Received 22 May 1979, Published online: 20 Mar 2007

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J. F. Reed$suffix/text()$suffix/text() & D. B. Stark. (1994) Robustness estimators of location:a classification of linear and adaptive estimators. Journal of Applied Statistics 21:3, pages 95-124.
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Paul S. Horn & John S. Schlipf. (1986) Who's being swindled?: a case for enlightened naivete. Journal of Statistical Computation and Simulation 26:1-2, pages 21-36.
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Robert V. Hogg & Russell V. Lenth. (1984) A review of some adaptive statistical techniques. Communications in Statistics - Theory and Methods 13:13, pages 1551-1579.
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WilliamC. Parr & WilliamR. Schucany. (1980) Minimum Distance and Robust Estimation. Journal of the American Statistical Association 75:371, pages 616-624.
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Articles from other publishers (1)

B. Abdous. (1990) Adapting the classical kernel density estimator to data. Computational Statistics & Data Analysis 9:2, pages 169-178.
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