The main contributions of robust statistics to statistical science and a new challenge
DOI10.1007/s40300-020-00185-3zbMath1483.62067OpenAlexW3067053859MaRDI QIDQ824961
Publication date: 16 December 2021
Published in: Metron (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40300-020-00185-3
game theorygeneralized method of momentsinfluence functionFréchet derivativeminimax approachstatistical functionalsgeneralized estimating equationsbreakdown pointsaturated modelsstatistical modelsdata sciencehigh-dimensional statisticspenalized methodsGâteaux derivative\(M\)-estimatorsoracle propertiesHuber functionneighborhoods of a model
Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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