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Infinitesimally Robust estimation in general smoothly parametrized models

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  • Matthias Kohl
  • Peter Ruckdeschel
  • Helmut Rieder

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  • Matthias Kohl & Peter Ruckdeschel & Helmut Rieder, 2010. "Infinitesimally Robust estimation in general smoothly parametrized models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(3), pages 333-354, August.
    • Handle: RePEc:spr:stmapp:v:19:y:2010:i:3:p:333-354
    DOI: 10.1007/s10260-010-0133-0
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    References listed on IDEAS

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    1. Helmut Rieder & Matthias Kohl & Peter Ruckdeschel, 2008. "The cost of not knowing the radius," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(1), pages 13-40, February.
    2. Ruckdeschel Peter & Rieder Helmut, 2004. "Optimal influence curves for general loss functions," Statistics & Risk Modeling, De Gruyter, vol. 22(3), pages 201-223, March.
    3. Todorov, Valentin & Filzmoser, Peter, 2009. "An Object-Oriented Framework for Robust Multivariate Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i03).
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    Cited by:

    1. Sonja Rieder, 2012. "Robust parameter estimation for the Ornstein–Uhlenbeck process," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 411-436, November.
    2. Toma, Aida & Leoni-Aubin, Samuela, 2013. "Optimal robust M-estimators using Rényi pseudodistances," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 359-373.

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