M-estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result

Mathematics

• Minimax 100%
• Asymmetric 100%
• Error Distribution 100%
• Variance 33%
• Gaussian Distribution 33%
• Scale Parameter 33%
• Regression Model 33%
• Regression Coefficient 33%
• Optimal Choice 33%
• Variance Estimate 33%
• Robust Test 33%
• Nuisance Parameter 33%

Keyphrases

• Minimax 100%
• Error Distribution 100%
• M-estimate 100%
• Scale Parameter 33%
• Robust Estimation 33%
• Regression Model 33%
• Large Classes 33%
• Asymptotic Covariance Matrix 33%
• Regression Coefficient 33%
• Variance Estimate 33%
• Nuisance Parameter 33%