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

DOI10.1006/JMVA.1995.1044zbMATH Open0898.62028OpenAlexW2005242967MaRDI QIDQ1898395

Marek Kanter

Publication date: 3 November 1998

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

Full work available at URL: https://doi.org/10.1006/jmva.1995.1044

zbMATH Keywords

maximum likelihood estimationriskloss functionsaccuracy of \(M\)-estimatorsconservative error reporting

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12)

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