Optimal influence curves for general loss functions

DOI10.1524/stnd.22.3.201.57067zbMath1057.62024OpenAlexW2272262659MaRDI QIDQ4659947

Helmut Rieder, Peter Ruckdeschel

Publication date: 21 March 2005

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/20bfc42cb901b54926083a3e238f285eef3d4b53

zbMATH Keywords

confidence intervalsmean square errorgeneral loss functionsoptimality theoremsmaximin covering probabilityoptimal-robust influence curvessimultaneous consideration of bias and variance

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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