期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2009
卷号:71
期号:01
页码:19--34
出版社:Indian Statistical Institute
摘要:The field of Robust Statistics deals with the problem of stability of estimators
under a certain type of misspecification of the model with respect to the
¡°true¡± and unknown distribution of the data. The word ¡°stability¡± could
be associated to the stability of the variance and/or of the bias of the estimators.
Here, we provide lower bounds for the uniform maxbias function
of an estimator under contamination. For some estimators we provide also
an upper bound. We review results presented in the literature in a unified
framework. We provide an example of the use of the results for the gamma
parametric family.