Publication Cover
Statistics
A Journal of Theoretical and Applied Statistics
Volume 20, 1989 - Issue 2
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Original Articles

A finite–sample minimax regression estimator

Pages 211-221 | Received 01 Apr 1987, Published online: 05 Jul 2007

References

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  • Huber , P.J. 1968 . Robust confidence limits . Z. Wahrscheinlichkeitstheorie und Verw. Gebiete , 10 : 269 – 278 .
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  • Krasker , W.S. 1980 . Estimation in linear regression with disparate data points . Econometrica , 48 : 1333 – 1346 .
  • Rieder , H. 1977 . Least favorable pairs for special capacities . Ann. Statist , 5 : 909 – 921 .
  • Rieder , H. 1987a . Contamination games in a robust k-sample model . Statistics , 18 : 527 – 562 .
  • Rieder , H. 1987 b . Robust regression estimators and their least favorable contamination curves . Statistics & Decisions , 5 : 307 – 336 .

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