Infinitesimally robust estimation in general smoothly parametrized models

DOI10.1007/s10260-010-0133-0zbMath1333.62095arXiv0901.3531OpenAlexW3105486779MaRDI QIDQ257566

Matthias Kohl, Peter Ruckdeschel, Helmut Rieder

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3531

zbMATH Keywords

total variationexponential familyasymptotically linear estimatorsinfluence curvesHellinger neighborhoodsminmax MSEone-step constructionshrinking contamination

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM ⋮ ROptEst ⋮ Optimal robust influence functions in semiparametric regression ⋮ Optimally robust estimators in generalized Pareto models ⋮ Robust parameter estimation for the Ornstein-Uhlenbeck process

Uses Software

• R
• ROBETH
• MASS (R)
• SoDA
• robust
• ROptEst
• distrEx
• RobLox
• robustbase
• RobASt
• rrcov
• distrMod
• distr
• RobAStBase

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• High breakdown-point and high efficiency robust estimates for regression
• Redescending \(M\)-estimators
• The cost of not knowing the radius
• An adjusted boxplot for skewed distributions
• Robust regression based on infinitesimal neighbourhoods
• Estimates derived from robust tests
• Estimation in semiparametric models. Some recent developments
• A robust asymptotic testing model
• Robust asymptotic statistics
• Parametric statistical theory: with the assistance of R. Hamböker
• Pathologies of some minimum distance estimators
• Optimal robust \(M\)-estimates of location
• A motivation for \(1/ \sqrt{n}\)-shrinking neighborhoods
• Asymptotic Statistics
• Optimal influence curves for general loss functions

This page was built for publication: Infinitesimally robust estimation in general smoothly parametrized models