Qualitative robustness of estimators on stochastic processes
From MaRDI portal
Publication:504178
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
Nonparametric robustness (62G35) Probability measures on topological spaces (60B05) Sequential estimation (62L12)
Related Items (1)
Uses Software
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
This page was built for publication: Qualitative robustness of estimators on stochastic processes