Consistency and robustness of tests and estimators based on depth

DOI10.1016/J.JSPI.2012.03.024MaRDI QIDQ447613zbMATHOpenAlexFDO

Authors Liesa Denecke, Christine H. Müller

Publication date 4 September 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.03.024

zbMATH Keywords

parametric estimationrobustnessWeibull distributionbreakdown pointdata depthsimplicial depthGaussian copulasGumbel copulaslikelihood depth

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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• Robust planning and analysis of experiments
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• THE MAXIMUM RESISTANCE OF TESTS
• Tests for multiple regression based on simplicial depth
• The Weibull Distribution
• The sample breakdown points of tests
• Weak convergence and empirical processes. With applications to statistics

Cited in

(7)

• Consistency of the likelihood depth estimator for the correlation coefficient
• Simplified simplicial depth for regression and autoregressive growth processes
• K-sign depth: from asymptotics to efficient implementation
• Tests based on simplicial depth for AR(1) models with explosion
• Robust estimators and tests for bivariate copulas based on likelihood depth
• The risk function of the goodness-of-fit tests for tail models
• New robust tests for the parameters of the Weibull distribution for complete and censored data

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Uses Software

• robustbase

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