31 research outputs found

    Infinitesimally Robust Estimation in General Smoothly Parametrized Models

    Full text link
    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
    corecore