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Infinitesimally Robust estimation in general smoothly parametrized models

2010; Springer Science+Business Media; Volume: 19; Issue: 3 Linguagem: Inglês

10.1007/s10260-010-0133-0

1618-2510

Matthias Kohl, Peter Ruckdeschel, Helmut Rieder,

Statistical Methods and Bayesian Inference

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.