Parametric robustness: Small biases can be worthwhile
From MaRDI portal
Publication:797242
DOI10.1214/aos/1176346707zbMath0545.62028OpenAlexW2065487595WikidataQ93963850 ScholiaQ93963850MaRDI QIDQ797242
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346707
robustnesssimultaneous estimationbiased estimatesGaussian linear modellarge sample approximationsleast square estimatelimited translation estimatesmaximum risknested parametric modelspretesting
Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
On two-stage shrinkage testtimation ⋮ A variable selection proposal for multiple linear regression analysis ⋮ A constrained risk inequality with applications to nonparametric functional estimation ⋮ Estimation of the binomial parameter, using an apriori hypothesis about its value ⋮ Simultaneous selection and estimation for the some zeros family of normal models ⋮ Adaptive and robust multi-task learning ⋮ Pre-Test type estimators for selection of simple normal models ⋮ Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals ⋮ Confidence intervals for the normal mean utilizing prior information ⋮ Some contributions to selection and estimation in the normal linear model ⋮ Simultaneous Confidence Intervals for the Population Cell Means, for Two-by-Two Factorial Data, that Utilize Uncertain Prior Information ⋮ Confidence intervals in regression utilizing prior information ⋮ SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS ⋮ Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information ⋮ CONFIDENCE INTERVALS UTILIZING PRIOR INFORMATION IN THE BEHRENS-FISHER PROBLEM ⋮ Estimation of two normal means which may be common ⋮ Continuous statistical models: with or without truncation parameters?
