CLASS OF ROBUST ESTIMATORS

被引：0

作者：

POLLAK, M

机构：

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1979年 / 8卷 / 06期

关键词：

asymptotic efficiency; breakdown value; Frechet-differentiability; influence curve; Monte Carlo; robustness;

D O I：

10.1080/03610927908827778

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A class of estimators is introduced which has properties of Frechet-differentiability (with respect to Livy distance). Applications include estimation of parameters of families of distributions lacking equivariance properties. Monte Carlo results are reported. © 1979, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：509 / 531

页数：23

共 11 条

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