Rieder, Helmut; Kohl, Matthias; Ruckdeschel, Peter - Sonderforschungsbereich 373, Quantifikation und … - 2001
We determine the increase of the maximum risk over the minimax risk in the case that the optimally robust estimator for the false radius is used. This is done by numerical solution of the implicit equations which determine optimal robustness, for location, scale, and linear regression models,...
