Efficiency versus robustness: The case for minimum Hellinger distance and related methods
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Publication:1339709
DOI10.1214/aos/1176325512zbMath0807.62030MaRDI QIDQ1339709
Publication date: 15 January 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325512
robustness properties; M-estimation; influence curve; minimum Hellinger distance estimation; global robustness; residual adjustment function; breakdown properties; estimation curvature; new disparity measures; second-order measures of efficiency
62F12: Asymptotic properties of parametric estimators
62F35: Robustness and adaptive procedures (parametric inference)
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