Publication:5200627
zbMath1097.62020MaRDI QIDQ5200627
Publication date: 7 April 2006
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
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
Uses Software