A finite–sample minimax regression estimator

DOI10.1080/02331888908802162MaRDI QIDQ3834897zbMATH OpenOpenAlexFDO

Authors H. Rieder

Publication date 1989

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888908802162

zbMATH Keywords

contamination curvesepsilon-contaminationerror-free-variableserrors-in-variablesleast favorable pairsrobust interval estimatorsimple linear regression through the origintotal variationunconditional neighborhoods

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

• Contamination games in a robust k–sample model
• Estimation in Linear Regression Models with Disparate Data Points
• Least favorable pairs for special capacities
• Minimax Aspects of Bounded-Influence Regression
• Robust confidence limits
• Robust regression based on infinitesimal neighbourhoods

Cited in

(2)

• Bounded influence estimation for regression and scale
• scientific article; zbMATH DE number 4128254 (Why is no real title available?)

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