Infinitesimally Robust estimation in general smoothly parametrized models |
| |
Authors: | Matthias Kohl Peter Ruckdeschel Helmut Rieder |
| |
Institution: | (1) Land Use Planning Group, Wageningen University, Wageningen, The Netherlands |
| |
Abstract: | The aim of the paper is to give a coherent account of the robustness approach based on shrinking neighborhoods in the case
of i.i.d. observations, and add some theoretical complements. An important aspect of the approach is that it does not require
any particular model structure but covers arbitrary parametric models if only smoothly parametrized. In the meantime, equal
generality has been achieved by object-oriented implementation of the optimally robust estimators. Exponential families constitute
the main examples in this article. Not pretending a complete data analysis, we evaluate the robust estimates on real datasets
from literature by means of our R packages ROptEst and RobLox. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|