Some New Performance Criteria in Robust Statistics-Small Sample Robustness

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dc.citation.bibtexNametechreporten_US
dc.citation.issueNumberTR7701en_US
dc.citation.journalTitleRice University ECE Technical Reporten_US
dc.contributor.authorPapantoni-Kazakos, P.en_US
dc.date.accessioned2007-10-31T00:57:56Z
dc.date.available2007-10-31T00:57:56Z
dc.date.issued1977-01-20
dc.date.modified2003-10-22en_US
dc.date.submitted2003-07-21en_US
dc.descriptionTech Reporten_US
dc.description.abstractIn this paper the analysis of estimates operating on dependent data is considered. Special dependent data structures are considered and the analysis is made for three different choices of contamination and performance distance measures. For contamination and performance measures both being Levy (Hampel model), an analysis that is particularly oriented toward fast convergence of the estimate to a value that is stable (robust) inside the contaminated family is undertaken. The minimum sample size to satisfy certain performance is investigated and it is found that the problem reduces to finding continuous, absolutely bounded estimates with logarithms of their moment generating function slowly increasing with the absolute value of the argument for all data distributions considered.en_US
dc.description.sponsorshipAir Force Office of Scientific Researchen_US
dc.identifier.citationP. Papantoni-Kazakos, "Some New Performance Criteria in Robust Statistics-Small Sample Robustness," <i>Rice University ECE Technical Report,</i> no. TR7701, 1977.
dc.identifier.urihttps://hdl.handle.net/1911/20198
dc.language.isoeng
dc.subjectrobust statistics*
dc.subjectLevy*
dc.subject.keywordrobust statisticsen_US
dc.subject.keywordLevyen_US
dc.titleSome New Performance Criteria in Robust Statistics-Small Sample Robustnessen_US
dc.typeReport
dc.type.dcmiText
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