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A definition of qualitative robustness for general point estimators, and examples.
- Source :
-
Journal of Multivariate Analysis . Jan2016, Vol. 143, p12-31. 20p. - Publication Year :
- 2016
-
Abstract
- A definition of qualitative robustness for point estimators in general statistical models is proposed. Some criteria for robustness are established and applied to estimators in parametric, semiparametric, and nonparametric models. In specific nonparametric models, the proposed definition boils down to Hampel robustness. It is also explained how plug-in estimators in certain nonparametric models can be reasonably classified w.r.t. their degrees of robustness. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0047259X
- Volume :
- 143
- Database :
- Academic Search Index
- Journal :
- Journal of Multivariate Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 111442508
- Full Text :
- https://doi.org/10.1016/j.jmva.2015.08.004