The cost of not knowing the radius

DOI10.1007/s10260-007-0047-7zbMath1367.62083MaRDI QIDQ1019491

Matthias Kohl, Peter Ruckdeschel, Helmut Rieder

Publication date: 2 June 2009

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-007-0047-7

zbMATH Keywords

total variation; relative risk; location; contamination; asymptotically linear estimators; influence curves; inefficiency; scale; infinitesimal asymmetric neighborhoods; least favorable radius; maximum asymptotic variance and mean square error; radius-minimax robust estimator; symmetric location and contamination

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Robust Kalman tracking and smoothing with propagating and non-propagating outliers, ROptEst, Infinitesimally robust estimation in general smoothly parametrized models, Robust worst-case optimal investment, Optimally robust estimators in generalized Pareto models

Uses Software

• R
• RobASt

Cites Work

• Unnamed Item
• Unnamed Item
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Robust regression based on infinitesimal neighbourhoods
• On adaptive estimation
• Robust asymptotic statistics
• On adaptive estimation in stationary ARMA processes
• Minimax Aspects of Bounded-Influence Regression
• Efficient robust estimates in parametric models
• Robust estimation via minimum distance methods
• Optimal influence curves for general loss functions
• Robust Estimation of a Location Parameter
• Robust Statistics