Contamination games in a robust k–sample model

DOI10.1080/02331888708802050zbMath0678.62041OpenAlexW2040733657MaRDI QIDQ3834881

Helmut Rieder

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802050

zbMATH Keywords

total variationconfidence intervalsmean squared errorasymptotic variancesaddle pointsinfluence curvesloss criteriaHellingerasymptotic minimax estimatorsinfinitesimal contaminationbounded-influence estimatorconfidence interval losscontamination gameepsilon-contamination ballsgeneral non-negative, monotone, convex lossk-sample modelleast favorable contaminationsoverall average contaminationvarying contamination

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

Related Items

A finite–sample minimax regression estimator

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