Efficiency and robustness control via distorted maximum likelihood estimation

Igor Vajda

Kybernetika (1986)

  • Volume: 22, Issue: 1, page 47-67
  • ISSN: 0023-5954

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Vajda, Igor. "Efficiency and robustness control via distorted maximum likelihood estimation." Kybernetika 22.1 (1986): 47-67. <http://eudml.org/doc/28702>.

@article{Vajda1986,
author = {Vajda, Igor},
journal = {Kybernetika},
keywords = {continuity; location and scale families; distorted maximum likelihood estimators; influence curves; asymptotic variances; efficiency; robustness},
language = {eng},
number = {1},
pages = {47-67},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Efficiency and robustness control via distorted maximum likelihood estimation},
url = {http://eudml.org/doc/28702},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Vajda, Igor
TI - Efficiency and robustness control via distorted maximum likelihood estimation
JO - Kybernetika
PY - 1986
PB - Institute of Information Theory and Automation AS CR
VL - 22
IS - 1
SP - 47
EP - 67
LA - eng
KW - continuity; location and scale families; distorted maximum likelihood estimators; influence curves; asymptotic variances; efficiency; robustness
UR - http://eudml.org/doc/28702
ER -

References

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  2. T. W. Anderson, The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities, Proc. Amer. Math. Soc. 6 (1955), 170- 176. (1955) Zbl0066.37402MR0069229
  3. R. A. Fisher, On the mathematical foundations of theoretical statistics, Reprinted in: Contributions to Mathematical Statistics (by R. A. Fisher). J. Wiley, New York 1950. (1950) 
  4. W. Fuller, Introduction to the Statistical Time Series, J. Wiley, New York 1976. (1976) MR0448509
  5. F. R. Hampel, The influence curve and its role in robust estimation, J. Amer. Statist. Assoc. 69 (1974), 383-393. (1974) Zbl0305.62031MR0362657
  6. P. I. Huber, Robust estimation of a location parameter, Ann. Math. Statist. 35 (1964), 73-101. (1964) Zbl0136.39805MR0161415
  7. J. L. Kelley, General Topology, Van Nostrand, Princeton 1957. (1957) MR0070144
  8. L. Le Cam, On the asymptotic theory of estimation and testing hypotheses, In: Proc. 3rd Berkeley Symp. Math. Statist. Prob. Vol. 1 (1956), 129-156. (1956) MR0084918
  9. A. Perez, Notions generalisées d'incertitude, d'entropie et d'information du point de vue de la théorie des martingales, In: Trans. 1st Prague Conf. on Inform. Theory, etc. Publ. House Czechosl. Acad. Sci., Prague 1957. (1957) 
  10. J. Pfanzagl, On the measurability and consistency of minimum contrast estimators, Metrika 14 (1969), 249-272. (1969) 
  11. J. Pfanzagl, The second order optimaiity of tests and estimators for minimum contrast functional, Probab. and Math. Statist. 2 (1981), 55 - 70. (1981) MR0633494
  12. A. Rényi, Theory of probability, (in Czech). Academia, Prague 1972. (1972) MR0350789
  13. I. Vajda, Motivation, existence and equivariance of D-estimators, Kybernetika 20 (1984), 189-208. (1984) Zbl0558.62026MR0763646
  14. I. Vajda, Robust estimation in discrete and continuous families by means of a minimum chi-square method, Problems Control Inform. Theory 15 (1986), No. 2. (1986) Zbl0609.62053MR0851170

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