Robustification of estimators by winsorizing on ellipsoids

DOI10.1016/0047-259X(92)90075-QzbMath0773.62026OpenAlexW2137311292MaRDI QIDQ1261294

W. Olbricht

Publication date: 1 September 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90075-q

zbMATH Keywords

robustnesshomotopygeneralized momentsvariance component modelsconcentration ellipsoidspath- followingrobustification by winsorizingwinsorizing on ellipsoids

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Sufficiency and information (62B99)

Cites Work

• The multidimensional moment problem
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• Representation Theorems for Distribution Functions
• How Large is the Probability for the Estimate of a Variance Component to be Negative?
• Optimization and nonsmooth analysis
• Robust Estimation of a Location Parameter
• Geometry of moment spaces
• Robust Statistics
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