On second order efficient robust inference

DOI10.1016/J.CSDA.2015.02.008MaRDI QIDQ1663293zbMATH OpenOpenAlexFDO

Authors Subhadeep Paul, Ayanendranath Basu

Publication date 21 August 2018

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

Full work available at URL https://doi.org/10.1016/j.csda.2015.02.008

zbMATH Keywords

robustnessHellinger distancesecond order efficiencyresidual adjustment functionminimum distance inferencenegative exponential disparity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35)

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• Minimum Hellinger distance estimates for parametric models
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Cited in

(6)

• The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
• Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
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• Cryptographic Hardware and Embedded Systems - CHES 2004
• scientific article; zbMATH DE number 3860179 (Why is no real title available?)
• Higher-order infinitesimal robustness

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