The cost of not knowing the radius
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References listed on IDEAS
- Rudolf Beran, 1976. "Adaptive estimates for autoregressive processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 28(1), pages 77-89, December.
- Ruckdeschel Peter & Rieder Helmut, 2004. "Optimal influence curves for general loss functions," Statistics & Risk Modeling, De Gruyter, vol. 22(3/2004), pages 201-223, March.
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- Matthias Kohl & Peter Ruckdeschel & Helmut Rieder, 2010. "Infinitesimally Robust estimation in general smoothly parametrized models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(3), pages 333-354, August.
- Toma, Aida & Leoni-Aubin, Samuela, 2013. "Optimal robust M-estimators using Rényi pseudodistances," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 359-373.
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KeywordsSymmetric location and contamination; Infinitesimal asymmetric neighborhoods; Total variation; contamination; Asymptotically linear estimators; Influence curves; Maximum asymptotic variance and mean square error; Relative risk; Inefficiency; Least favorable radius; Radius–minimax robust estimator; Location; scale; regression models; 62F35; 62G35; 62G05; 62J05;
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