The ``automatic robustness of minimum distance functionals
From MaRDI portal
Publication:1825558
DOI10.1214/aos/1176350820zbMath0684.62030OpenAlexW1968956560MaRDI QIDQ1825558
David L. Donoho, Richard C. Liu
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350820
consistencysemiparametric modelsbreakdown pointgross-error sensitivityvariationLévyKolmogorovdistortion measurebreak down pointProkhorovbias distortion curveCramér-von Mises discrepancyfinite sample robustnessFisher consistent functionalsHellinger distancesminimum discrepancy functionalsminimum distance functionalmultidimensional parameter modelsquantitative robustness
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach, Robust fitting of a Weibull model with optional censoring, Weighted empirical minimum distance estimators in linear errors-in-variables regression models, Robust estimation on a parametric model via testing, Minimum distance Lasso for robust high-dimensional regression, Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models, Robust and efficient estimation of GARCH models based on Hellinger distance, Minimum distance estimation in linear models with long-range dependent errors, Reliable estimation via simulation, Minimum distance estimation of the center of symmetry with randomly censored data, A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion, Stochastic Ordering of Likelihood Ratios and Partial Sufficiency, Profile Hellinger distance estimation, Minimum Hellinger distance estimation of mixture proportions, Robust and efficient estimation of effective dose, On second order efficient robust inference, Regularized robust estimation in binary regression models, Indices of empirical robustness, Minimum Kolmogorov distance estimates of parameters and parametrized distributions, Computation of certain minimum L2–distance type estimators under the linear model, A fast robust method for fitting gamma distributions, Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models, Minimum distance estimation in a finite mixture regression model, On Huber's contaminated model, Minimum distance estimation in doubly censored two sample scale model, A class of minimum distance estimators in Markovian multiplicative error models, A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates., Efficient Hellinger distance estimates for semiparametric models, Minimum \(\phi\)-divergence estimation in misspecified multinomial models, Robust supervised learning with coordinate gradient descent, On the choice of a discrepancy functional for model selection, Minimum cramér-von mises distance methods for complete and grouped data, Note on qualitative robustness of multivariate sample mean and median, Minimum distance estimation in normed linear spaces with Donsker-classes, Efficient simulation-based minimum distance estimation and indirect inference, Minimum distance regression model checking, Bias robustness of three median-based regression estimates., Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion, Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models, Higher-Order Infinitesimal Robustness, Semiparametric estimation in copula models, The iteratively reweighted estimating equation in minimum distance problems, A characteristic function approach to the biased sampling model, with application to robust logistic regression, Minimum Hellinger distance estimators for multivariate distributions from the Johnson system, Robust variable selection for finite mixture regression models, Minimum profile Hellinger distance estimation for a semiparametric mixture model, Simulated minimum Hellinger distance estimation of stochastic volatility models, Minimum Hellinger distance estimation in a two-sample semiparametric model, On the robustness of mixture index of fit, Dependence and the dimensionality reduction principle, Estimation in two sample randomly truncated scale model, Distortion in statistical inference: the distinction between data contamination and model deviation, Robust test statsitics induced from the minimumL2distance estimation, On robustness in risk theory, Minimum Hellinger distance estimation in a nonparametric mixture model, Robust estimation of mixing measures in finite mixture models, Functional stability of one-step GM-estimators in approximately linear regression, Bias bound for the minimax estimator, A note on bias robustness of the median, Robust estimation for circular data, A robust estimator for the tail index of Pareto-type distributions, Breakdown point of Schuster-Narvarte's location estimator, Minimum distance estimation in imprecise probability models, Testing equivalence to binary generalized linear models with application to logistic regression, Asymptotics of minimum distance estimator in linear regression models under strong mixing, Distribution-free consistency of empirical risk minimization and support vector regression, New Insights Into Learning With Correntropy-Based Regression, Generalized resilience and robust statistics, Maximum bias curves for robust regression with non-elliptical regressors, Simultaneous robust estimation of location and scale parameters: A minimum-distance approach, Modified minimum distance estimators: definition, properties and applications, Optimally robust estimators in generalized Pareto models, Semiparametric inference for the proportional odds model with time-dependent covariates
