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Robust Estimators in Generalized Pareto Models
global robustness local robustness finite sample breakdown point
2010/10/20
We study global and local robustness properties of several estimators for shape and scale in a generalized Pareto model. The estimators considered in this paper cover maximum likelihood estimators, sk...
Practical Robust Estimators for the Imprecise Dirichlet Model
Imprecise Dirichlet Model exact conservative approximate robust credibleinterval estimates entropy mutual information
2010/3/17
Walley’s Imprecise Dirichlet Model (IDM) for categorical i.i.d. data extends
the classical Dirichlet model to a set of priors. It overcomes several fundamental
problems which other approaches to unc...
Practical Robust Estimators for the Imprecise Dirichlet Model
Imprecise Dirichlet Model exact conservative approximate robust credibleinterval estimates entropy
2010/3/17
Walley’s Imprecise Dirichlet Model (IDM) for categorical i.i.d. data extends
the classical Dirichlet model to a set of priors. It overcomes several fundamental
problems which other approaches to unc...