Optimal influence curves for general loss functions

DOI10.1524/STND.22.3.201.57067MaRDI QIDQ4659947zbMATH OpenOpenAlexFDO

Authors P. Ruckdeschel, H. Rieder

Publication date 21 March 2005

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/20bfc42cb901b54926083a3e238f285eef3d4b53

zbMATH Keywords

confidence intervalsgeneral loss functionsmaximin covering probabilitymean square erroroptimal-robust influence curvesoptimality theoremssimultaneous consideration of bias and variance

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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(4)

• The cost of not knowing the radius
• Optimal robust influence functions in semiparametric regression
• Infinitesimally robust estimation in general smoothly parametrized models
• Optimally robust estimators in generalized Pareto models

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