Robust asymptotic statistics
From MaRDI portal
Publication:1329887
zbMath0927.62050MaRDI QIDQ1329887
Publication date: 1 August 1994
Published in: Springer Series in Statistics (Search for Journal in Brave)
robust regressionvon Mises functionalslog likelihoodsoptimal influence curvesoptimally robust functionalsstable constructions
Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
\(M\)-estimators for regression with changing scale ⋮ The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach ⋮ The main contributions of robust statistics to statistical science and a new challenge ⋮ Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models ⋮ Optimal bounded influence regression and scale m-estimators in the context of experimental desing ⋮ Robust estimation of parameters in a mixed unbalanced model ⋮ Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM ⋮ On second order efficient robust inference ⋮ Robust estimators and probability integral transformations ⋮ Testing nonparametric statistical functionals with applications to rank tests ⋮ On approximate validation of models: a Kolmogorov-Smirnov-based approach ⋮ Fisher information of scale ⋮ Minimizing sensitivity to model misspecification ⋮ Sign depth tests in multiple regression ⋮ Stable Asymptotics for M‐estimators ⋮ On Huber's contaminated model ⋮ Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator ⋮ Recursive parameter estimation: convergence ⋮ Models as approximations. II. A model-free theory of parametric regression ⋮ Quantitative robustness of instance ranking problems ⋮ A note on the direct democracy deficit in two-tier voting ⋮ Qualitative and infinitesimal robustness of tail-dependent statistical functionals ⋮ Optimal tests for carcinogenicity in a model with fatal and incidental tumours. ⋮ Qualitative robustness of von Mises statistics based on strongly mixing data ⋮ Delta method for long-range dependent observations ⋮ Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models ⋮ Consistency of the frequency domain bootstrap for differentiable functionals ⋮ A new estimator for information dimension with standard errors and confidence intervals ⋮ Optimal robust mean-variance hedging in incomplete financial markets ⋮ An alternative definition of the influence function. ⋮ On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships ⋮ A motivation for \(1/ \sqrt{n}\)-shrinking neighborhoods ⋮ Bootstrapping rank statistics. ⋮ Robust Testing Procedures in Heteroscedastic Linear Models ⋮ Qualitative robustness of statistical functionals under strong mixing ⋮ Robust worst-case optimal investment ⋮ On locally uniformly linearizable high breakdown location and scale functionals ⋮ Optimum robust testing in linear models ⋮ The cost of not knowing the radius ⋮ Estimation of mortalities ⋮ Optimal robust influence functions in semiparametric regression ⋮ Asymptotic linear expansion of regularized M-estimators ⋮ Minimum distance estimation in imprecise probability models ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Optimal testing of equivalence hypotheses ⋮ Optimal robust \(M\)-estimates of location ⋮ \(L_2\) differentiability of generalized linear models ⋮ Partial influence functions ⋮ Bounded influence estimation for regression and scale ⋮ Empirical Regularized Optimal Transport: Statistical Theory and Applications ⋮ Robust parameter estimation for the Ornstein-Uhlenbeck process ⋮ Infinitesimally robust estimation in general smoothly parametrized models ⋮ Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
