Estimates derived from robust tests
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Publication:1137335
DOI10.1214/aos/1176344894zbMath0428.62033OpenAlexW1997164808MaRDI QIDQ1137335
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344894
total variationinfluence curverobust testsepsilon contamination(M)- estimatesasymptotic minimax theoryregular estimates
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)
Related Items (11)
Bounds on asymptotic relative efficiencies of robust estimates of locations for contaminations by scale mixtures ⋮ Efficient estimation in a nonlinear counting-process regression model ⋮ A tail area influence function and its application to testing ⋮ A robust asymptotic testing model for special capacities ⋮ Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination ⋮ A generalization of asymptotically linear estimators ⋮ Contamination games in a robust k–sample model ⋮ Robust estimation via minimum distance methods ⋮ On the convergence rate of robert procedures and local equivalence of hellinger and total variation distances ⋮ Bounded influence estimation for regression and scale ⋮ Infinitesimally robust estimation in general smoothly parametrized models
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