In stamats/rmx: Radius-Minimax Estimators

Introduction

Radius-minimax (rmx) estimators are a special class of optimally-robust statistical procedures [@Kohl2005; @Rieder2008]. It is a class of asymptotically linear estimators where infinitesimal (shrinking) neighborhoods around parametric models are assumed [@Rieder1994; @Ruckdeschel2006; @Kohl2010; @Kohl2012]. In addition, various diagnostic plots are included such as plots of influence functions, absolute and relative information and cniper points [@Kohl2005]. In addition to these asymptotic optimal results we use finite-sample corrections based on Monte-Carlo simulations [@Kohl2010a].

We provide vignettes for all models implemented, which can be viewed by

vignette("Normal Location and Scale")
vignette("Binomial Probability")
vignette("Poisson Mean")

sessionInfo

sessionInfo()

References

stamats/rmx documentation built on Sept. 29, 2023, 7:13 p.m.