Lower bounds for contamination bias: Globally minimax versus locally linear estimation

DOI10.1214/AOS/1176349028MaRDI QIDQ2366741zbMATH OpenOpenAlexFDO

Authors Xuming He, Douglas G. Simpson

Publication date 23 August 1993

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

Full work available at URL https://doi.org/10.1214/aos/1176349028

zbMATH Keywords

\(GM\)-estimates\(M\)-estimates\(S\)-estimatesbias minimaxbinomial proportioncontamination biasdiscrete exponential familiesFisher- consistent estimateslinear regressionlocally linear estimateslocation equivariant estimatorslower boundmedianminimum variation distance estimatormultiple linear regressionPoisson meanrobust estimatorsscale estimationsensitivity

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric robustness (62G35)

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Cited in

(41)

• Propagation of outliers in multivariate data
• Bias bound for the minimax estimator
• A note on bias robustness of the median
• A simple and competitive estimator of location
• Efficient high-breakdown M-estimators of scale
• Trimmed mean or sample median?
• Local and global robustness of regression estimators
• Optimal locally robust M-estimates of regression
• Indices of empirical robustness
• A characterization of the neighborhoods defined by certain special capacities and their applications to bias-robustness of estimates.
• On the behavior of Tukey's depth and median under symmetric stable distributions.
• Bias robustness of three median-based regression estimates.
• Depth weighted scatter estimators
• Functional stability of one-step GM-estimators in approximately linear regression
• Maximum bias curves for robust regression with non-elliptical regressors
• Combining locally and globally robust estimates for regression
• The influence function and maximum bias of Tukey's median
• Projection estimates of multivariate location
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• Influence function and maximum bias of projection depth based estimators.
• Positive-breakdown regression by minimizing nested scale estimators
• Note on qualitative robustness of multivariate sample mean and median
• Distortion in statistical inference: the distinction between data contamination and model deviation
• Breakdown and groups. (With discussions and rejoinder)
• Robustness and asymptotics of the projection median
• Robust M- and L-estimators of scale parameter
• Profile Hellinger distance estimation
• Robust and efficient estimation of the residual scale in linear regression
• On the explosion rate of maximum-bias functions
• RobustM-estimators of scale: Minimax bias versus maximal variance
• Asymptotic robustness of least median of squares for autoregressions with additive outliers
• scientific article; zbMATH DE number 4001206 (Why is no real title available?)
• Regularized robust estimation in binary regression models
• Robust Variable Selection With Exponential Squared Loss
• Minimum profile Hellinger distance estimation for single-index models
• Minimum profile Hellinger distance estimation of general covariate models
• High-breakdown robust multivariate methods
• Robust parameter estimation with a small bias against heavy contamination
• A new projection estimate for multivariate location with minimax bias
• Bounds for the bias of estimators under contamination
• On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression

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