One-Sided Confidence About Functionals Over Tangent Cones

Publication date: 4 December 2014

Abstract: In the setup of i.i.d.~observations and a real valued differentiable functional~

T

, locally asymptotic upper bounds are derived for the power of one-sided tests (simple, versus large values of~

T

)and for the confidence probability of lower confidence limits (for the value of~

T

), in the case that the tangent set is only a convex cone. The bounds, and the tests and estimators which achieve the bounds, are based on the projection of the influence curve of the functional on the closed convex cone, as opposed to its closed linear span. The higher efficiency comes along with some weaker, only one-sided, regularity and stability.

Mathematics Subject Classification ID

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

This page was built for publication: One-Sided Confidence About Functionals Over Tangent Cones

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6256987)