A finite–sample minimax regression estimator

DOI10.1080/02331888908802162zbMath0678.62068OpenAlexW1986559256MaRDI QIDQ3834897

Helmut Rieder

Publication date: 1989

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802162

zbMATH Keywords

total variationerrors-in-variablesleast favorable pairsepsilon-contaminationcontamination curveserror-free-variablesrobust interval estimatorsimple linear regression through the originunconditional neighborhoods

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Bounded influence estimation for regression and scale

Cites Work

• Robust regression based on infinitesimal neighbourhoods
• Least favorable pairs for special capacities
• Minimax Aspects of Bounded-Influence Regression
• Contamination games in a robust k–sample model
• Estimation in Linear Regression Models with Disparate Data Points
• Robust confidence limits

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