Publication:5200627

zbMath1097.62020MaRDI QIDQ5200627

Jan Picek, Jana Jureckova

Publication date: 7 April 2006

zbMATH Keywords

tail behavior measurelikelihoodminimaxtotal variationasymptotic distributiondifferentiabilityHellinger distanceJames-Stein estimatorlikelihood ratioone-step versionR-estimatorinfluence functiont-testasymptotic relative efficiencyFisher informationasymptotic variancemedianFréchet derivativeasymptotic representationstatistical modelKolmogorov distanceleast squaresequivarianceF-testKullback-Leibler divergenceBLUEquantileleverage pointmoment estimatorbreakdown pointempirical distributionmultivariate normal distributionlocal sensitivityFisher consistencyregression rank scoresleast trimmed squares estimatorexponential tailM-estimatorqualitative robustnessPitman closenessHadamard derivativeleast favorable distributionrobust estimatorpivotspherically symmetric distributioncontaminated distributionsequential estimatortranslation equivalenceR systemheavy tailed distributionGini mean differenceHuber estimatorleast median of squaresscatter matrixregression quantileminimum covariance determinant estimatorminimum volume ellipsoid estimatormidrangeLipschitz distanceS-estimatorminimax robustnessmultivariate t-distributionHuber functionLévy distancemedian unbiased estimatormedian absolute deviationWinsorized meanmaximum biasL-estimatorasymptotic risk-efficiencyAdmissibilityM-functionalMM-estimatorglobal sensitivityTukey biweight functionRao-Cramér lower boundskipped meanskipped medianGM-estimatorredescending functionShapiro-Wilks test\(L_1\)-multivariate medianAndrews sinus functionasymptotic equivalent estimatorbalance designDirac probability measuredistance of measuresGateau derivativegood-of-fit testHampel \(\psi\) functioninter-quantile rangeleast trimmed sum of absolute deviationProchorov distanceregression equivalenceregression invariancescale equivalencescale statisticSen's weighted meanshrinkage phenomenonspatial rank functionStudentized M-estimator

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items

The main contributions of robust statistics to statistical science and a new challenge, Exponential smoothing based on L-estimation, Asymptotic properties of one-step M-estimators, Robust mixture regression modeling based on the generalized M (GM)-estimation method, On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*, One-stepM-estimators: Jones and Faddy's skewedt-distribution, Qualitative robustness of estimators on stochastic processes, On qualitative robustness of support vector machines, Learning with correntropy-induced losses for regression with mixture of symmetric stable noise, Unnamed Item, Robustness by reweighting for kernel estimators: an overview, On the Influence Function of the Quintile Share Ratio

Uses Software

• R
• ROBETH