Lower bounds for contamination bias: Globally minimax versus locally linear estimation

DOI10.1214/AOS/1176349028zbMath0770.62023OpenAlexW2080281574MaRDI QIDQ2366741

Xuming He, Douglas G. Simpson

Publication date: 23 August 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176349028

zbMATH Keywords

sensitivitymedianlower boundlinear regressionrobust estimatorsscale estimationmultiple linear regressionbinomial proportiondiscrete exponential families\(M\)-estimatesPoisson meanlocation equivariant estimatorscontamination bias\(GM\)-estimates\(S\)-estimatesbias minimaxFisher- consistent estimateslocally linear estimatesminimum variation distance estimator

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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