Infinitesimally Robust estimation in general smoothly parametrized models
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References listed on IDEAS
- 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.
- Helmut Rieder & Matthias Kohl & Peter Ruckdeschel, 2008. "The cost of not knowing the radius," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(1), pages 13-40, February.
- Todorov, Valentin & Filzmoser, Peter, 2009. "An Object-Oriented Framework for Robust Multivariate Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i03).
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- Sonja Rieder, 2012. "Robust parameter estimation for the Ornstein–Uhlenbeck process," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 411-436, November.
- 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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KeywordsExponential family; Influence curves; Asymptotically linear estimators; Shrinking contamination; total variation; and Hellinger neighborhoods; One-step construction; Minmax MSE; 62-07; 62F12; 62F35; 62G05; 62G35;
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