Robust direction estimation

DOI10.1214/AOS/1176348526zbMath0761.62035OpenAlexW1974206486MaRDI QIDQ1192975

Xuming He, Douglas G. Simpson

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348526

zbMATH Keywords

von Mises distributionbreakdown pointgross-error sensitivitydirectional dataKullback-Leibler distancesharp upper boundleast median of squaresdirectional meanstandardized bias robustnesscompact parameter space\(SB\)-robustnessbreakdown functioncircular mediandirection estimates on spheresFisher consistentmodel contaminationoptimal robustnessrotationally symmetric distributionsscale- adjusted \(M\)-estimatorsspherical medianstability of parameter estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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