An information-theoretic framework for robustness

DOI10.1007/BF00116473MaRDI QIDQ1207620zbMATH OpenFDO

Authors Stephan Morgenthaler, Clifford Hurvich

Publication date 1 April 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Kullback-Leibler divergenceshape parameterheavy-tailedminimax problemallowable shapesdistributional shapesfoundations of robust inferencemeasure of disparityredescending influence functionsselection of shapessemiparametric location models

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric robustness (62G35) Foundations and philosophical topics in statistics (62A01)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• A General Qualitative Definition of Robustness
• Adaptive maximum likelihood estimators of a location parameter
• An efficient and robust adaptive estimator of location
• Asymptotics for configural location estimators
• Integrals which are convex functionals. II
• Interaction in multidimensional contingency tables: an information theoretic approach
• Robust Confidence Intervals for a Location Parameter: The Configural Approach
• Robust Estimation of a Location Parameter
• Robust Statistics
• The Influence Curve and Its Role in Robust Estimation

Cited in

(2)

• Inducing Information Stability to Obtain Information Theoretic Necessary Requirements
• Optimal robust estimates using the Kullback-Leibler divergence

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