Estimating functions: Nonparametrics and robustness

被引：0

作者：

Sen, PK ^{[1
]}

机构：

[1] Univ N Carolina, Chapel Hill, NC 27514 USA

来源：

SELECTED PROCEEDINGS OF THE SYMPOSIUM ON ESTIMATING FUNCTIONS | 1997年 / 32卷

关键词：

adaptive estimation; alignment principle; asymptotic optimality; conditional functionals; estimable parameters; GEE; GLM; Hadamard differentiability; influence functions; L-; M-; R- and WLS estimators; statistical functional; trimmed mean; U-process; U-statistics;

D O I：

10.1214/lnms/1215455060

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In nonparametric and robust inference, estimating functions are based on suitable implicitly or explicitly defined statistical functionals. The interplay of robustness and asymptotic efficiency properties of such typically nonlinear estimators is appraised here by reference to some standard as well as nonstandard problems that arise in statistical applications.

引用

页码：417 / 435

页数：19

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