Parametric robustness: Small biases can be worthwhile (Q797242): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Peter J. Bickel / rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q93963850 / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Peter J. Bickel / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176346707 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2065487595 / rank | |||
Normal rank |
Latest revision as of 22:42, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parametric robustness: Small biases can be worthwhile |
scientific article |
Statements
Parametric robustness: Small biases can be worthwhile (English)
0 references
1984
0 references
This paper deals with the estimation of the parameters of a Gaussian linear model \(M_ 0\) entertaining the possibility that \(M_ 0\) is invalid and a larger model \(M_ 1\) should be assumed. Estimates are robust if their maximum risk over \(M_ 1\) is finite and the most robust estimate is the least square estimate under \(M_ 1.\) The author applies robustness ideas of Hodges/Lehmann and Efron/Morris to obtain biased estimates which do well under \(M_ 0\) at a small price in robustness. Extensions to confidence intervals, simultaneous estimation of several parameters and large sample approximations applying to nested parametric models are also discussed.
0 references
pretesting
0 references
limited translation estimates
0 references
Gaussian linear model
0 references
maximum risk
0 references
least square estimate
0 references
robustness
0 references
biased estimates
0 references
simultaneous estimation
0 references
large sample approximations
0 references
nested parametric models
0 references