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How to measure the error of an \(M\)-estimate and report it conservatively - MaRDI portal

How to measure the error of an \(M\)-estimate and report it conservatively (Q1898395)

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scientific article; zbMATH DE number 797141
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English
How to measure the error of an \(M\)-estimate and report it conservatively
scientific article; zbMATH DE number 797141

    Statements

    How to measure the error of an \(M\)-estimate and report it conservatively (English)
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    3 November 1998
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    loss functions
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    risk
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    conservative error reporting
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    accuracy of \(M\)-estimators
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    maximum likelihood estimation
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