Qualitative robustness in abstract inference
DOI10.1016/0378-3758(88)90105-XzbMath0658.62046OpenAlexW2095346867MaRDI QIDQ1111281
Publication date: 1988
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(88)90105-x
density estimationBayesian robustnessmultivariate density estimationabstract inferenceestimation of the mean function of stochastic processes with continuous trajectoriesgeneralized parametersHampel's concept of qualitative robustness
Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (15)
Cites Work
- The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
- Bootstrap methods: another look at the jackknife
- A General Qualitative Definition of Robustness
- A Useful Convergence Theorem for Probability Distributions
- Robust Statistics
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