Efficient robust estimates in parametric models

DOI10.1007/BF01013463MaRDI QIDQ3891575zbMATH OpenFDO

Authors Rudolf Beran

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01013463

zbMATH Keywords

asymptotically minimax estimatesefficient robust estimatesexponential familiesHellinger ball contamination modelmaximum likelihood estimates

Mathematics Subject Classification ID

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

Cites work

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Cited in

(14)

• The cost of not knowing the radius
• A remark on semiparametric models
• Minimum distance estimation of the center of symmetry with randomly censored data
• One-step robust parametric estimation with application to random censoring model
• Minimum Kolmogorov distance estimates of parameters and parametrized distributions
• Efficient robust estimation of parameter in the random censorship model
• Non-parametric applications of an infinite dimensional convolution theorem
• A General Approach to the Optimality of Minimum Distance Estimators
• A fixed point approach to local minimax theory
• Contamination games in a robust k–sample model
• Efficient robust tests in parametric models
• Nonparametric density estimates with improved . performance on given sets of densities
• Asymptotic minimax estimation in semiparametric models
• Hellinger distance estimates of long memory linear processes

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