Robust Confidence Intervals for a Location Parameter: The Configural Approach

DOI10.2307/2289244zbMath0608.62039OpenAlexW4235209463MaRDI QIDQ3747502

Stephan Morgenthaler

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2289244

zbMATH Keywords

robustnessGaussianlocation parameterM- estimatorsinterval estimatorsbioptimal confidence intervalsconditioning on ancillary statisticsconfigural approachheavy-tailed slash distributionsrank-based interval estimatorsstrong confidence intervalsStudent's t-interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

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A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application ⋮ Robust inference by influence functions ⋮ A skew extension of the slash distribution via beta-normal distribution ⋮ An alternative multivariate skew-slash distribution ⋮ An information-theoretic framework for robustness ⋮ Robust nonparametric inference for the median ⋮ A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution ⋮ A generalization of the multivariate slash distribution ⋮ Robust nonparametric confidence intervals and tests for the median in the presence of \((c,\gamma )\)-contamination ⋮ A generalization of the slashed distribution via alpha skew normal distribution ⋮ A generalization of the slash half normal distribution: properties and inferences ⋮ Matrix variate slash distribution

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