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- W1517587029 abstract "Abstract : The present paper is intended to complement research in efficiency-robustness of estimators, by supplying formulations of concepts, techniques, and initial results for optimally efficiencyrobust estimators and tests in several types of problems. The present approach may be described as a formal indexing of alternative specifications (e.g. shapes of error-distributions) by a nuisance parameter, and adaptation of admissibility and related concepts and Bayes techniques of the Neyman-Pearson and Wald theories to the estimation and testing problems thus formulated. Specific problemsfor which new optimal efficiency-robust estimators are given are: linear estimation of location parameters; rank tests and related estimators for two-sample problems; and unbiased estimation. A by-product is a generalization of Stein's characterization of locallybest unbiased estimators to the class of admissible unbiased estimators together with the corresponding complete class theorem. (Author)" @default.
- W1517587029 created "2016-06-24" @default.
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- W1517587029 date "2011-09-10" @default.
- W1517587029 modified "2023-09-23" @default.
- W1517587029 title "Optimal Robustness for Estimators and Tests" @default.
- W1517587029 hasPublicationYear "2011" @default.
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