Publication type: | Article in scientific journal |
Type of review: | Peer review (publication) |
Title: | Robust fitting of the binomial model |
Authors: | Ruckstuhl, Andreas Welsh, A.H. |
Published in: | Annals of Statistics |
Volume(Issue): | 29 |
Issue: | 4 |
Page(s): | 1117 |
Pages to: | 1136 |
Issue Date: | 2001 |
Publisher / Ed. Institution: | Institute of Mathematical Statistics |
ISSN: | 0090-5364 |
Language: | English |
Subjects: | Statistik; Binomial model; Robust fitting |
Subject (DDC): | 510: Mathematics |
Abstract: | We consider the problem of robust inference for the binomial(m, I) model. The discreteness of the data and the fact that the parameter and sample spaces are bounded mean that standard robustness theory gives surprising results. For example, the maximum likelihood estimator (MLE) is quite robust, it cannot be improved on for m = 1 but can be for m > 1. We discuss four other classes of estimators: M-estimators , minimum disparity estimators, optimal MGP estimators, and a new class of estimators which we call E-estimators. We show that E-estimators have a non-standard asymptotic theory which challenges the accepted relationships between robustness concepts and thereby provides new perspectives on these concepts. |
URI: | http://www.jstor.org/stable/2674073 https://digitalcollection.zhaw.ch/handle/11475/7225 |
Fulltext version: | Published version |
License (according to publishing contract): | Licence according to publishing contract |
Departement: | School of Engineering |
Organisational Unit: | Institute of Data Analysis and Process Design (IDP) |
Appears in collections: | Publikationen School of Engineering |
Files in This Item:
There are no files associated with this item.
Show full item record
Ruckstuhl, A., & Welsh, A. H. (2001). Robust fitting of the binomial model. Annals of Statistics, 29(4), 1117–1136. http://www.jstor.org/stable/2674073
Ruckstuhl, A. and Welsh, A.H. (2001) ‘Robust fitting of the binomial model’, Annals of Statistics, 29(4), pp. 1117–1136. Available at: http://www.jstor.org/stable/2674073.
A. Ruckstuhl and A. H. Welsh, “Robust fitting of the binomial model,” Annals of Statistics, vol. 29, no. 4, pp. 1117–1136, 2001, [Online]. Available: http://www.jstor.org/stable/2674073
RUCKSTUHL, Andreas und A.H. WELSH, 2001. Robust fitting of the binomial model. Annals of Statistics [online]. 2001. Bd. 29, Nr. 4, S. 1117–1136. Verfügbar unter: http://www.jstor.org/stable/2674073
Ruckstuhl, Andreas, and A.H. Welsh. 2001. “Robust Fitting of the Binomial Model.” Annals of Statistics 29 (4): 1117–36. http://www.jstor.org/stable/2674073.
Ruckstuhl, Andreas, and A. H. Welsh. “Robust Fitting of the Binomial Model.” Annals of Statistics, vol. 29, no. 4, 2001, pp. 1117–36, http://www.jstor.org/stable/2674073.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.