An information-theoretic framework for robustness

DOI10.1007/BF00116473zbMath0783.62006MaRDI QIDQ1207620

Clifford M. Hurvich, Stephan Morgenthaler

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

minimax problemKullback-Leibler divergenceshape parameterheavy-tailedallowable shapesdistributional shapesfoundations of robust inferencemeasure of disparityredescending influence functionsselection of shapessemiparametric location models

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)

Related Items

Optimal robust estimates using the Kullback-Leibler divergence

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