Qualitative robustness of von Mises statistics based on strongly mixing data

DOI10.1007/s00362-012-0478-6zbMath1416.62176OpenAlexW2145067003MaRDI QIDQ2442680

Henryk Zähle

Publication date: 1 April 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0478-6

zbMATH Keywords

strong mixingARMA processU-statisticqualitative robustnessHampel's theoremV-statisticKolmogorov \({\phi}\)-metricUGC propertyvon Mises decomposition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series, Qualitative robustness of estimators on stochastic processes

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