Robust Estimation in Models for Independent Non-Identically Distributed Data
Robust Estimation in Models for Independent Non-Identically Distributed Data
This paper concerns robust estimation of the parameter $\theta$ which indexes a parametric model for independent non-identically distributed data. For reasonable choices of contamination neighborhood and of what is to be estimated when the parametric model does not hold, we characterize asymptotically minimax robust estimates of $\theta$. When applied to …