Efficiency and robustness control via distorted maximum likelihood estimation
Kybernetika, Tome 22 (1986) no. 1, pp. 47-67 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62F10, 62F12, 62F35
@article{KYB_1986_22_1_a3,
     author = {Vajda, Igor},
     title = {Efficiency and robustness control via distorted maximum likelihood estimation},
     journal = {Kybernetika},
     pages = {47--67},
     year = {1986},
     volume = {22},
     number = {1},
     mrnumber = {839344},
     zbl = {0603.62039},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1986_22_1_a3/}
}
TY  - JOUR
AU  - Vajda, Igor
TI  - Efficiency and robustness control via distorted maximum likelihood estimation
JO  - Kybernetika
PY  - 1986
SP  - 47
EP  - 67
VL  - 22
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/KYB_1986_22_1_a3/
LA  - en
ID  - KYB_1986_22_1_a3
ER  - 
%0 Journal Article
%A Vajda, Igor
%T Efficiency and robustness control via distorted maximum likelihood estimation
%J Kybernetika
%D 1986
%P 47-67
%V 22
%N 1
%U http://geodesic.mathdoc.fr/item/KYB_1986_22_1_a3/
%G en
%F KYB_1986_22_1_a3
Vajda, Igor. Efficiency and robustness control via distorted maximum likelihood estimation. Kybernetika, Tome 22 (1986) no. 1, pp. 47-67. http://geodesic.mathdoc.fr/item/KYB_1986_22_1_a3/

[1] J. Anděl: Mathematical Statistics. (in Czech). SNTL - ALFA, Praha-Bratislava 1978.

[2] T. W. Anderson: The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities. Proc. Amer. Math. Soc. 6 (1955), 170- 176. | MR | Zbl

[3] R. A. Fisher: On the mathematical foundations of theoretical statistics. Reprinted in: Contributions to Mathematical Statistics (by R. A. Fisher). J. Wiley, New York 1950.

[4] W. Fuller: Introduction to the Statistical Time Series. J. Wiley, New York 1976. | MR

[5] F. R. Hampel: The influence curve and its role in robust estimation. J. Amer. Statist. Assoc. 69 (1974), 383-393. | MR | Zbl

[6] P. I. Huber: Robust estimation of a location parameter. Ann. Math. Statist. 35 (1964), 73-101. | MR | Zbl

[7] J. L. Kelley: General Topology. Van Nostrand, Princeton 1957. | MR

[8] L. Le Cam: On the asymptotic theory of estimation and testing hypotheses. In: Proc. 3rd Berkeley Symp. Math. Statist. Prob. Vol. 1 (1956), 129-156. | MR

[9] A. Perez: Notions generalisées d'incertitude, d'entropie et d'information du point de vue de la théorie des martingales. In: Trans. 1st Prague Conf. on Inform. Theory, etc. Publ. House Czechosl. Acad. Sci., Prague 1957.

[10] J. Pfanzagl: On the measurability and consistency of minimum contrast estimators. Metrika 14 (1969), 249-272.

[11] J. Pfanzagl: The second order optimaiity of tests and estimators for minimum contrast functional. Probab. and Math. Statist. 2 (1981), 55 - 70. | MR

[12] A. Rényi: Theory of probability. (in Czech). Academia, Prague 1972. | MR

[13] I. Vajda: Motivation, existence and equivariance of D-estimators. Kybernetika 20 (1984), 189-208. | MR | Zbl

[14] I. Vajda: Robust estimation in discrete and continuous families by means of a minimum chi-square method. Problems Control Inform. Theory 15 (1986), No. 2. | MR | Zbl