Qualitative robustness of estimators on stochastic processes

DOI10.1007/S00184-016-0582-ZzbMATH Open1356.62064OpenAlexW2358006274MaRDI QIDQ504178FDOQ504178

Katharina Strohriegl, Robert Hable

Publication date: 25 January 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0582-z

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• ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS

zbMATH Keywords

weak dependencestatistical functionalqualitative robustnessstochastic process

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Probability measures on topological spaces (60B05) Sequential estimation (62L12)

Cites Work

• Asymptotic Statistics
• Robust Statistics
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• Robust Statistics
• A General Qualitative Definition of Robustness
• Robust Statistics
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• Weak dependence. With examples and applications.
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• Ergodic theorems. With a supplement by Antoine Brunel
• A new weak dependence condition and applications to moment inequalities
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• Qualitative robustness in abstract inference
• On consistency and robustness properties of support vector machines for heavy-tailed distributions
• On qualitative robustness of support vector machines
• Qualitative robustness for stochastic processes
• Title not available (Why is that?)
• Learning from dependent observations
• Robustness of estimators on stationary observations
• Qualitative robustness of von Mises statistics based on strongly mixing data
• Qualitative robustness of statistical functionals under strong mixing
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (8)

• Qualitative robustness in time series
• Title not available (Why is that?)
• Resistant estimators for stationary ergodic stochastic processes.
• The robustness of the quasilikelihood estimator
• Title not available (Why is that?)
• A definition of qualitative robustness for general point estimators, and examples
• Qualitative robustness for stochastic processes
• Title not available (Why is that?)

Uses Software

• robustbase

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