Qualitative robustness of estimators on stochastic processes

DOI10.1007/s00184-016-0582-zzbMath1356.62064OpenAlexW2358006274MaRDI QIDQ504178

Katharina Strohriegl, Robert Hable

Publication date: 25 January 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0582-z

zbMATH Keywords

stochastic processweak dependencestatistical functionalqualitative robustness

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Probability measures on topological spaces (60B05) Sequential estimation (62L12)

Related Items

A definition of qualitative robustness for general point estimators, and examples

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On consistency and robustness properties of support vector machines for heavy-tailed distributions
• On qualitative robustness of support vector machines
• Learning from dependent observations
• Basic properties of strong mixing conditions. A survey and some open questions
• Ergodic theorems. With a supplement by Antoine Brunel
• Qualitative robustness for stochastic processes
• Qualitative robustness in abstract inference
• Robustness of estimators on stationary observations
• A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
• A new weak dependence condition and applications to moment inequalities
• Qualitative robustness of von Mises statistics based on strongly mixing data
• Qualitative robustness of statistical functionals under strong mixing
• Weak dependence. With examples and applications.
• Asymptotic Statistics
• Robust Statistics
• A General Qualitative Definition of Robustness
• Robust Statistics
• Robust Statistics