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On minimum bias and variance estimation for parametric models with shrinking contamination
minimum bias and variance estimation parametric models shrinking contamination
2009/9/24
A close relationship is derived between optimal Mestimation
and optimal robust testing for shrinking contaminations.
Explicit formulas are given for solutions when the loss is defined as
convex com...
On the role of contamination level and the least favourable bahaviour of gross-error sensitivity
the role of contamination level the least favourable bahaviour gross-error sensitivity
2009/9/23
The notion of contamination level is introduced and its
characterization for any pair of distribution functions is given.
A possibility of reformulation of some basic problems of the robust
statist...