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A definition of qualitative robustness for general point estimators, and examples.

Authors :
Zähle, Henryk
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