The cost of not knowing the radius

DOI10.1007/s10260-007-0047-7zbMath1367.62083MaRDI QIDQ1019491

Helmut Rieder, Peter Ruckdeschel, Matthias Kohl

Publication date: 2 June 2009

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-007-0047-7

zbMATH Keywords

total variation; relative risk; location; contamination; asymptotically linear estimators; influence curves; inefficiency; scale; infinitesimal asymmetric neighborhoods; least favorable radius; maximum asymptotic variance and mean square error; radius-minimax robust estimator; symmetric location and contamination

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F35: Robustness and adaptive procedures (parametric inference)

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Uses Software

• R
• RobASt

Cites Work

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