Small sample asymptotics: A review with applications to robust statistics

DOI10.1016/0167-9473(90)90002-YzbMath0825.62427OpenAlexW2071651676MaRDI QIDQ1896073

Elvezio Ronchetti

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90002-y

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric robustness (62G35) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

Robust inference by influence functions ⋮ Correcting MM estimates for ``fat data sets ⋮ A local breakdown property of robust tests in linear regression ⋮ Modified branching process and saddlepoint approximations ⋮ Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography ⋮ Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy

Cites Work

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• Approximations for densities of sufficient estimators
• Small-sample asymptotic distributions of M-estimators of location
• The Influence Curve and Its Role in Robust Estimation
• Tail Probability Approximations
• Robust Estimation of a Location Parameter
• Saddlepoint Approximations in Statistics
• Robust Statistics

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