Robust Statistical Procedures |
Other editions - View all
Common terms and phrases
a-trimmed mean A₁ affinely invariant algorithm Assume asymptotic bias asymptotic variance asymptotically efficient asymptotically normal b₁(e breakdown point calculated computed convergence convex defined density derivative differentiable distribution F distribution function Eidgenössische Technische Hochschule Equations estimate of location Example F₁ Fachgruppe für Stat finite sample minimax Fisher information fo(x Fréchet Fréchet derivative Gâteaux derivative gross error Hampel Huber IC(x idealized model influence curve influence function iteration jackknife least squares Lévy metric location estimate M-estimate Mathematical maximum median median absolute deviation metric minimizing Fisher information nonrobust normal scores estimate Note observations obtain outliers parameter problem Prohorov distance properties of M-estimates Quantitative robustness random variables residuals Robust estimation robust regression Robust Statistical sample mean satisfies scale invariant small change solution T(Fo T₁ THEOREM true underlying distribution weak topology weakly continuous Winsorized y₁ Zürich