scientific article; zbMATH DE number 5018128

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zbMath1097.62020MaRDI QIDQ5200627

Jan Picek, Jana Jureckova

Publication date: 7 April 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

tail behavior measure likelihood minimax total variation asymptotic distribution differentiability Hellinger distance James-Stein estimator likelihood ratio one-step version R-estimator influence function t-test asymptotic relative efficiency Fisher information asymptotic variance median Fréchet derivative asymptotic representation statistical model Kolmogorov distance least squares equivariance F-test Kullback-Leibler divergence BLUE quantile leverage point moment estimator breakdown point empirical distribution multivariate normal distribution local sensitivity Fisher consistency regression rank scores least trimmed squares estimator exponential tail M-estimator qualitative robustness Pitman closeness Hadamard derivative least favorable distribution robust estimator pivot spherically symmetric distribution contaminated distribution sequential estimator translation equivalence R system heavy tailed distribution Gini mean difference Huber estimator least median of squares scatter matrix regression quantile minimum covariance determinant estimator minimum volume ellipsoid estimator midrange Lipschitz distance S-estimator minimax robustness multivariate t-distribution Huber function Lévy distance median unbiased estimator median absolute deviation Winsorized mean maximum bias L-estimator asymptotic risk-efficiency Admissibility M-functional MM-estimator global sensitivity Tukey biweight function Rao-Cramér lower bound skipped mean skipped median GM-estimator redescending function Shapiro-Wilks test \(L_1\)-multivariate median Andrews sinus function asymptotic equivalent estimator balance design Dirac probability measure distance of measures Gateau derivative good-of-fit test Hampel \(\psi\) function inter-quantile range least trimmed sum of absolute deviation Prochorov distance regression equivalence regression invariance scale equivalence scale statistic Sen's weighted mean shrinkage phenomenon spatial rank function Studentized M-estimator

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (12)

The main contributions of robust statistics to statistical science and a new challenge ⋮ Exponential smoothing based on L-estimation ⋮ Asymptotic properties of one-step M-estimators ⋮ Robust mixture regression modeling based on the generalized M (GM)-estimation method ⋮ On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* ⋮ One-stepM-estimators: Jones and Faddy's skewedt-distribution ⋮ Qualitative robustness of estimators on stochastic processes ⋮ On qualitative robustness of support vector machines ⋮ Learning with correntropy-induced losses for regression with mixture of symmetric stable noise ⋮ Unnamed Item ⋮ Robustness by reweighting for kernel estimators: an overview ⋮ On the Influence Function of the Quintile Share Ratio

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