A class ol qualitatively eobust estimates
Authors:
Ctjevas Antonio a;
Sanz Paloma a
| Affiliation: | a Dpto. de Estadistica e Inv. Operativa Fac. de Ciencias Matematicas, Universidad Complutense, Madrid, SPAIN |
DOI:
10.1080/02331888908802200
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
We consider a wide class of estimates which present some formal analogy with
The well-known L-estimates. We obtain the following results: The qualitative robustness is proved and the influence function is computed under mild conditions. A Theorem on asymptotic normality and asymptotic validity of FRECHET-CRAMER-RAO-bound is shown. A particular subclass of estimates is considered: the corresponding breakdown point is ootameci arm. some simulation results are given |
| Keywords: Influence curve; breakdown point; asymptotic normality; location estimates; statistical functionals; FRECHET differential |
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