Fréchet and robust statistics

Elvezio Ronchetti

Journal de la société française de statistique (2006)

  • Volume: 147, Issue: 2, page 73-75
  • ISSN: 1962-5197

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Ronchetti, Elvezio. "Fréchet and robust statistics." Journal de la société française de statistique 147.2 (2006): 73-75. <http://eudml.org/doc/198918>.

@article{Ronchetti2006,
author = {Ronchetti, Elvezio},
journal = {Journal de la société française de statistique},
language = {eng},
number = {2},
pages = {73-75},
publisher = {Société française de statistique},
title = {Fréchet and robust statistics},
url = {http://eudml.org/doc/198918},
volume = {147},
year = {2006},
}

TY - JOUR
AU - Ronchetti, Elvezio
TI - Fréchet and robust statistics
JO - Journal de la société française de statistique
PY - 2006
PB - Société française de statistique
VL - 147
IS - 2
SP - 73
EP - 75
LA - eng
UR - http://eudml.org/doc/198918
ER -

References

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  1. BEDNARSKI T. (1993), " Fréchet Differentiability of Statistical Functionals and Implications to Robust Statistics," in New Directions in Statistical Data Analysis and Robustness, S. Morgenthaler, E. Ronchetti, and W.A. Stahel eds., Basel : Birkhäuser, 26-34. Zbl0819.62044MR1280270
  2. CLARKE B. R. (1986), " Nonsmooth Analysis and Frechet Differentiability of M Functionals, " Probability Theory and Related Fields, 73, 197-209. Zbl0581.60005MR855222
  3. FERNHOLZ L. T. (1983), von Mises Calculus for Statistical Functionals, Lectures Notes in Statistics 19, New York : Springer-Verlag. Zbl0525.62031MR713611
  4. HAMPEL F. R. (1968), " Contribution to the Theory of Robust Estimation,"Ph.D thesis, University of California, Berkeley. MR2617979
  5. HAMPEL F.R. (1974), " The Influence Curve and Its Role in Robust Estimation," Journal of the American Statistical Association, 69, 383-393. Zbl0305.62031MR362657
  6. HAMPEL F. R., RONCHETTI E. M., ROUSSEEUW P. J., and STAHEL W. A. (1986), Robust Statistics : The Approach Based on Influence Functions, New York : Wiley. Zbl0593.62027MR829458
  7. HUBER P.J. (1964), " Robust Estimation of a Location Parameter," Annals of Mathematical Statistics, 35, 73-101. Zbl0136.39805MR161415
  8. HUBER P. J. (1981), Robust Statistics, New York : Wiley. Zbl0536.62025MR606374
  9. TUKEY J.W. (1960), " A Survey of Sampling From Contaminated Distributions, " In Contributions to Probability and Statistics, I. Olkin ed., Stanford (CA) : Stanford University Press, 448-485. Zbl0201.52803MR120720
  10. TUKEY J.W. (1962), " The Future of Data Analysis, " Annals of Mathematical Statistics, 33, 1-67. Zbl0107.36401MR133937

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