31 research outputs found
Infinitesimally Robust Estimation in General Smoothly Parametrized Models
We describe the shrinking neighborhood approach of Robust Statistics, which
applies to general smoothly parametrized models, especially, exponential
families. Equal generality is achieved by object oriented implementation of the
optimally robust estimators. We evaluate the estimates on real datasets from
literature by means of our R packages ROptEst and RobLox
