Consistency and robustness of tests and estimators based on depth

DOI10.1016/J.JSPI.2012.03.024zbMATH Open1253.62042OpenAlexW2104520700MaRDI QIDQ447613FDOQ447613

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

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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)

Cites Work

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• THE MAXIMUM RESISTANCE OF TESTS
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Cited In (6)

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

Uses Software

• robustbase

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