Estimates Derived from Robust Tests
Rieder, Helmut
Ann. Statist., Tome 8 (1980) no. 1, p. 106-115 / Harvested from Project Euclid
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In this paper, an asymptotic minimax theory for robust estimation of a one-dimensional parameter is derived, which is an asymptotic counterpart, and generalization to an arbitrary parameter, of Huber's finite sample minimax theory for the location case. A particular variability measure and results from robust asymptotic testing are employed. The results show a relationship of this approach to Hampel's local theory of robustness.
Publié le : 1980-01-14
Classification:  Regular estimates,  $(M)$-estimates,  influence curve,  $\varepsilon$-contamination,  total variation,  contiguity,  62G35,  62E20,  62G15 
@article{1176344894,
     author = {Rieder, Helmut},
     title = {Estimates Derived from Robust Tests},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 106-115},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344894}
}

Rieder, Helmut. Estimates Derived from Robust Tests. Ann. Statist., Tome 8 (1980) no. 1, pp.  106-115. http://gdmltest.u-ga.fr/item/1176344894/