Parametric robustness: Small biases can be worthwhile

DOI10.1214/aos/1176346707zbMath0545.62028OpenAlexW2065487595WikidataQ93963850 ScholiaQ93963850MaRDI QIDQ797242

Peter J. Bickel

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346707

zbMATH Keywords

robustnesssimultaneous estimationbiased estimatesGaussian linear modellarge sample approximationsleast square estimatelimited translation estimatesmaximum risknested parametric modelspretesting

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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