Robustness in parameter estimation

1 March 1977

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory

Vol. 23 (2) , 223-231
https://doi.org/10.1109/tit.1977.1055696

Abstract

A constructive approach to robust parameter estimation that carries over naturally to the nonparametric estimation is presented. Vagueness in previous notions of "robustness" has prevented such a connection from being made. To eliminate vagueness, robustness is defined in a precise mathematical way that leads to isolation of constructive analytical properties which characterize robust parameter estimators. The approach used in this paper is an extension of the qualitative approach introduced by Hampel.

Keywords

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