A definition of qualitative robustness for general point estimators, and examples-Reference-Cited by-同舟云学术

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

Published:2016-01 Issue: Volume:143 Page:12-31
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Zähle Henryk

Funder

BMBF

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference26 articles.

1. Measure and Integration Theory;Bauer,2001

2. Convergence of Probability Measures;Billingsley,1999

3. Qualitative robustness for stochastic processes;Boente;Ann. Statist.,1987

4. Basic properties of strong mixing conditions. A survey and some open problems;Bradley;Probab. Surv.,2005

5. Time Series: Theory and Methods;Brockwell,2006

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3. Statistical robustness in utility preference robust optimization models;Mathematical Programming;2020-08-31

4. A New Tool for Robust Estimation and Identification of Unusual Data Points;Working paper (Federal Reserve Bank of Cleveland);2020-03-05

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