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Uniform strong consistency of robust estimators

✍ Scribed by José R. Berrendero

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
245 KB
Volume
64
Category
Article
ISSN
0167-7152

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✦ Synopsis

In the robustness framework, the distribution underlying the data is not totally speciÿed and, therefore, it is convenient to use estimators whose properties hold uniformly over the whole set of possible distributions. In this paper, we give two general results on uniform strong consistency and apply them to study the uniform consistency of some classes of robust estimators over contamination neighborhoods. Some instances covered by our results are Huber's M-estimators, quantiles, or generalized S-estimators.

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