Optimal influence curves for general loss functions
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Publication:4659947
DOI10.1524/stnd.22.3.201.57067zbMath1057.62024MaRDI QIDQ4659947
Helmut Rieder, Peter Ruckdeschel
Publication date: 21 March 2005
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/20bfc42cb901b54926083a3e238f285eef3d4b53
confidence intervals; mean square error; general loss functions; optimality theorems; maximin covering probability; optimal-robust influence curves; simultaneous consideration of bias and variance
62F35: Robustness and adaptive procedures (parametric inference)
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