Efficiency versus robustness: The case for minimum Hellinger distance and related methods

DOI10.1214/AOS/1176325512zbMath0807.62030OpenAlexW2093064776MaRDI QIDQ1339709

Bruce G. Lindsay

Publication date: 15 January 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176325512

zbMATH Keywords

robustness propertiesM-estimationinfluence curveminimum Hellinger distance estimationglobal robustnessresidual adjustment functionbreakdown propertiesestimation curvaturenew disparity measuressecond-order measures of efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

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