Publication:5200627

zbMath1097.62020MaRDI QIDQ5200627

Jan Picek, Jana Jureckova

Publication date: 7 April 2006

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

62-04: Software, source code, etc. for problems pertaining to statistics

62G35: Nonparametric robustness

62F35: Robustness and adaptive procedures (parametric inference)

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

Related Items

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, On the Influence Function of the Quintile Share Ratio, Qualitative robustness of estimators on stochastic processes, On qualitative robustness of support vector machines, The main contributions of robust statistics to statistical science and a new challenge, Robustness by reweighting for kernel estimators: an overview, Learning with correntropy-induced losses for regression with mixture of symmetric stable noise, Unnamed Item, Exponential smoothing based on L-estimation

Uses Software

• R
• ROBETH