Ruckdeschel, Peter; Rieder, Helmut - In: Statistics & Decisions 22 (2004) 3, pp. 201-223
Abstract Generalizing MSE-optimality on 1/√ n -shrinking neighborhoods of contamination type, we determine the robust influence curve that minimizes maximum asymptotic risk, where risk may be any convex and isotone function G of L 2 - and L ∞ -norms. The solutions necessarily minimize the...