Qualitative robustness of statistical functionals under strong mixing

DOI10.3150/14-BEJ608zbMath1388.62071arXiv1203.5245OpenAlexW1667854889MaRDI QIDQ2515504

Henryk Zähle

Publication date: 5 August 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.5245

zbMATH Keywords

strong mixingplug-in estimatorqualitative robustnessuniform Glivenko-Cantelli theorem\(\psi\)-weak topologyHampel's theoremuniform weak law of large numbersfunction bracketKolmogorov \(\varphi\)-metricLévy \(\psi\)-metriclocally compact and second countable Hausdorff spaceRio's maximal inequality

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

Asymptotic stability of empirical processes and related functionals ⋮ A definition of qualitative robustness for general point estimators, and examples ⋮ Qualitative robustness of von Mises statistics based on strongly mixing data ⋮ Qualitative robustness of estimators on stochastic processes ⋮ Robust worst-case optimal investment ⋮ Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process

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