{"entities":{"Q1825558":{"pageid":1836300,"ns":120,"title":"Item:Q1825558","lastrevid":69246501,"modified":"2026-04-13T05:44:31Z","type":"item","id":"Q1825558","labels":{"en":{"language":"en","value":"The ``automatic'' robustness of minimum distance functionals"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4121220"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1825558$E15020E2-CE4C-4921-93E4-2BE401A02D17","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8dd7252884ea4a78d0b882cb67c3ee7eb6deb89a","datavalue":{"value":{"text":"The ``automatic'' robustness of minimum distance functionals","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1825558$8B2B4E46-582F-4CDA-8B5D-0A4E12ED660E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"177262cd3195ea09799ef3579e7c8de1db2892de","datavalue":{"value":"0684.62030","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1825558$3C880ED2-65F5-42AF-BDB8-A84CEA1F9BE4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cfc38dd41d41998179ea51603c6a85f6c12b2609","datavalue":{"value":{"entity-type":"item","numeric-id":207781,"id":"Q207781"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1825558$684FF913-5654-4FE8-961B-D0BA6B82E6FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d5facff02dc76e49f3f8d2e90a74f76a1a0d82b1","datavalue":{"value":{"entity-type":"item","numeric-id":918065,"id":"Q918065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1825558$B1AED5D7-35C3-402E-A4DD-79C3C6F04D04","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b73f6da78562727d9e1c290db85e0053cdeb667","datavalue":{"value":{"entity-type":"item","numeric-id":60819,"id":"Q60819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1825558$58341C51-885F-4FEA-BFE1-AA5334602A40","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"31a1937240ca4a323604b4728c31d242b5596d7c","datavalue":{"value":{"time":"+1988-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1825558$AD27F4D2-4BA8-4278-963B-7A0EC414F80B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"de3c04af96dd0a8b81201a5138ac192c51582e6c","datavalue":{"value":"If \\(\\{P_{\\theta}\\}\\) is a model indexed by real parameter \\(\\theta\\) and \\(\\mu\\) is a metric between probabilities then the minimum distance (MD) functional \\({\\hat \\theta}\\)(P) is a solution of \\(\\mu (P,P_{{\\hat \\theta}})=\\min_{\\theta}\\mu (P,P_{\\theta}).\\) The authors show that the functional is very stable with respect to the quantity being estimated in the following sense.    Denote by \\(\\delta\\) a measure of distortion of an ideal distribution \\(P_ 0\\) and define the bias distortion curve for a functional T to be  \\[  b(\\epsilon)=\\sup \\{| T(P)-T(P_ 0)|:\\quad \\delta (P,P_ 0)\\leq \\epsilon \\}.  \\]  The slope \\(\\gamma^*\\) of b(\\(\\epsilon)\\) at zero can be sometimes interpreted as the gross error sensitivity while \\(\\epsilon^*\\) is equal to the smallest \\(\\epsilon\\) such that the graph of b has no singularities in the ball of radius \\(\\leq \\epsilon\\) as the break down point of T.    The basic proposition of the paper claims that whenever the distortion measure \\(\\delta =\\mu\\) then for the MD functionals based on \\(\\mu\\) we have \\(b_ 0(\\epsilon)\\leq b(\\epsilon)\\leq b_ 0(2\\epsilon),\\) where  \\[  b_ 0(\\epsilon)=\\sup \\{| \\theta -\\theta_ 0|:\\quad \\mu (P_{\\theta},P_ 0)\\}.  \\]  This then implies \\(\\gamma^*(\\theta)<2 \\inf_{T} \\gamma^*(T)\\) and \\(\\epsilon^*(\\theta)>\\sup_{T} \\epsilon^*(T)/2\\), where the inf and sup are taken over Fisher consistent T. Thus the MD functional is shown to have within a factor of 2 the smallest sensitivity and the best breakdown point among Fisher consistent functionals.    These statements are then improved for Hilbertian distances and invariant cases. Generalizations are given for multidimensional parameter models, semiparametric models and minimum discrepancy functionals. Also consistency and finite sample robustness of MD estimators are studied.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$C56E62EC-5F8B-42BD-B185-99437B0997C9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5a4dbf529fe501a8125be9da861e7c4a1450806a","datavalue":{"value":"62F35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1825558$C7DC26EE-4166-4F7A-AE75-242853BA4AE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1825558$15C67211-D158-41B0-87DD-B1468BEE93DB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0728022e74c1d056b4639f4d315c7142f942f7f2","datavalue":{"value":"4121220","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1825558$FD2F1ADC-096B-48EB-AB70-6163285EEEF1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5f80b0a12233ea483658ba1169bddcc6e7a507f4","datavalue":{"value":"minimum distance functional","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$5143232C-AC4A-4113-97F5-0A0165C53701","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"82e4fab8db921ed792402c1fd70257a98132891e","datavalue":{"value":"quantitative robustness","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$144B4F26-4C99-4391-83CD-5ADD247F87A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cf24cdd86cc89b2dd8f0cceed0b50efaa2224453","datavalue":{"value":"gross-error sensitivity","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$FCB614DE-A9DE-4CBA-A539-3D04571D7003","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"107ccf9dc7ff80a1bf8e2292de606432528635c2","datavalue":{"value":"breakdown point","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$506969E0-4F07-4563-ACD4-73F9D5BD9089","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9f6360b997d0516342e57669d80d77ab4291bf6f","datavalue":{"value":"Kolmogorov","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$1D446367-E2EF-4504-BE60-3A9993701817","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"68662e0e1abfa8fa47b5535730f720b1b1e26bd3","datavalue":{"value":"L\u00e9vy","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$795E5007-B44D-45FF-A925-962F7118DD21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e820224a1000901875a15386142b4b8f7c161cf7","datavalue":{"value":"Prokhorov","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$28C01D23-31C9-4D1D-A394-3E41C5E4B6CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8a9f9abecf5cea63a0b675b100ca401d0c679c06","datavalue":{"value":"variation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$9E065F72-EFA9-43E7-9A44-34A4455F051B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5e814e52c6379dde40655650491ed5d7510162c9","datavalue":{"value":"Hellinger distances","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$E050D720-85E5-41DF-AAED-417F64C0C755","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"80a5eca9e7c996f9cee8cbf6c870f766b3ae3b1e","datavalue":{"value":"Cram\u00e9r-von Mises discrepancy","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$0A2F5CE4-277B-477F-A6DE-8B89E681C250","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2e2c43c254e30da77844a9cee4e3b0450eb5e10f","datavalue":{"value":"bias distortion curve","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$1DB7630E-F843-4906-9460-489ACA9C4D05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"88ad3c5da91d4b029009472eacf51dacd63c4280","datavalue":{"value":"break down point","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$50804D5C-FCA8-41CF-9232-2B52E117E49A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8f7b1f72a54295fa978bfc223353dee8a90cf426","datavalue":{"value":"distortion measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$30070965-19C1-40F8-A242-DA36A0E43AE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5a025e1ee37f1a93ac3ff52b167a2bea515b12c1","datavalue":{"value":"Fisher consistent functionals","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$B38E54D0-F40E-458F-A247-77281409850C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f1a103958208ca844a28a72ecebabcbfdbec54af","datavalue":{"value":"multidimensional parameter models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$E3D0CD51-7915-4357-B132-779D7D1A0409","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"af5c236083479673544de73df18a42efb84801f4","datavalue":{"value":"semiparametric models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$D1938D9A-437B-4879-A26A-39A9D4EA48D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d483c3e8144002738a8efd48318d0c97bec4d8f7","datavalue":{"value":"minimum discrepancy functionals","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$94D552E7-060A-44F6-9F7C-23D899742DB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"52c2513afc8941299b07e63a5555cd1e7cb85f4a","datavalue":{"value":"consistency","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$96C9C371-5CD6-4D70-B611-41DF952C0930","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3ee99cc825ac3ec61cdb131a5503a3f1aee825bb","datavalue":{"value":"finite sample robustness","type":"string"},"datatype":"string"},"type":"statement","id":"Q1825558$6349C097-357A-43D7-BBD7-49B03DA47D02","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1825558$DD98EFAE-5AAA-4D02-929F-F96957938E7B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"213b75171475fa2ff6b83869984b570f35d6e132","datavalue":{"value":"https://doi.org/10.1214/aos/1176350820","type":"string"},"datatype":"url"},"type":"statement","id":"Q1825558$49B13FDF-A6C2-4ABB-920C-CE5425AF0418","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"73b1b55a36c99dd2a0010f56e2c1bb09670754e5","datavalue":{"value":"W1968956560","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1825558$C1717405-E47D-4E1C-8AD2-2B7D0C9492A6","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f2a3b3e2ebc0bbc02d73cb63a11be6fa12ed30e0","datavalue":{"value":"10.1214/AOS/1176350820","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1825558$5390BE76-1BDA-48B5-8800-D747977F1344","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ff9a54a90fef5fce6662bf7a39c58f61719f923","datavalue":{"value":{"entity-type":"item","numeric-id":1825557,"id":"Q1825557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"374b99234e95aeb929cb0d5e1c20293b96678266","datavalue":{"value":{"amount":"+0.8509202003479004","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1825558$58520D62-6C8F-4189-84DF-6C2D08BB11F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"71c34bb68e09edd0a336c6f6e0645c3bf39417b1","datavalue":{"value":{"entity-type":"item","numeric-id":3221197,"id":"Q3221197"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"658d053214abaa8b2ce1c2caf8f80a87c6ce1630","datavalue":{"value":{"amount":"+0.8256548047065735","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1825558$B6095E20-C125-405E-866D-BAF5E0D2EB52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1a625f97be85c6959557cc5fa74d8fc60718ae26","datavalue":{"value":{"entity-type":"item","numeric-id":1895424,"id":"Q1895424"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aca40c55303058d1feab8abbe8e25b6bdb3b4afd","datavalue":{"value":{"amount":"+0.8215022087097168","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1825558$2E71A83E-08E1-4B88-9C5C-0CE61EB82221","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d9b5bbbd08b7a76ceb2fe011f1df112e6ac0614","datavalue":{"value":{"entity-type":"item","numeric-id":1338376,"id":"Q1338376"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8e263965f30fd98aa7f44e060219927022634295","datavalue":{"value":{"amount":"+0.810946524143219","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1825558$02E3D42A-93E9-4C14-AD64-D69F105E5FDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5164bae3d47a4409c8c7893203080f4b52a3a4ad","datavalue":{"value":{"entity-type":"item","numeric-id":673149,"id":"Q673149"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"760affad9eb4719b540743ca4a0e3c5d97093e43","datavalue":{"value":{"amount":"+0.8077114820480347","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1825558$5C6C4B6B-EA90-4884-9316-BD2F3B464A62","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The ``automatic'' robustness of minimum distance functionals","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/The_%60%60automatic%27%27_robustness_of_minimum_distance_functionals"}}}}}