3. Estimating Scale—Asymptotic Results

  1. Robert G. Staudte1 and
  2. Simon J. Sheather2

Published Online: 13 SEP 2011

DOI: 10.1002/9781118165485.ch3

Robust Estimation & Testing

Robust Estimation & Testing

How to Cite

Staudte, R. G. and Sheather, S. J. (1990) Estimating Scale—Asymptotic Results, in Robust Estimation & Testing, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118165485.ch3

Author Information

  1. 1

    Department of Statistics, La Trobe University, Melbourne, Victoria, Australia

  2. 2

    Australian Graduate School of Management, University of New South Wales, Sydney, New South Wales, Australia

Publication History

  1. Published Online: 13 SEP 2011
  2. Published Print: 22 JUN 1990

ISBN Information

Print ISBN: 9780471855477

Online ISBN: 9781118165485

SEARCH

Keywords:

  • asymptotic normality;
  • consistency;
  • descriptive measures;
  • robustness concepts;
  • standardized variance

Summary

This chapter contains sections titled:

  • Consistency, Asymptotic Normality, and Efficiency

  • Robustness Concepts

  • Descriptive Measures of Scale

  • Stability of Estimators on Neighborhoods of the Exponential Scale Parameter Family

  • Estimates of Standard Error

  • Problems

  • Complements