Robust estimation in models for independent non-identically distributed data

DOI10.1214/aos/1176345783zbMath0513.62041OpenAlexW2026494172MaRDI QIDQ1050723

Rudolf Beran

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345783

zbMATH Keywords

probit modelmaximum likelihood estimatorsrobust estimationinfluence curveslogit modelcontamination neighborhoodnormal linear regression modelasymptotically minimax robust estimatorindependent non-identically distributed datanormal nonlinear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) General nonlinear regression (62J02)

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