A general decision theory for Huber's \(\epsilon\)-contamination model
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Publication:502837
DOI10.1214/16-EJS1216zbMath1357.62038arXiv1511.04144OpenAlexW2962713494MaRDI QIDQ502837
Mengjie Chen, Zhao Ren, Chao Gao
Publication date: 11 January 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.04144
density estimationrobust statisticsminimax ratesparse linear regressionrobust testingtrace regression
Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Minimax procedures in statistical decision theory (62C20)
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