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Qualitative robustness for confidence regions. (Spanish. English summary) Zbl 0743.62026

Summary: F. R. Hampel’s concept of qualitative robustness [Contributions to the theory of robust estimation, Ph. D. thesis, Univ. of Calif., Berkeley (1968) and Ann. Math. Stat. 42, 1887-1896 (1971; Zbl 0229.62041)] is adapted to the problem of estimation by confidence regions. The basic idea is to consider the confidence regions as “ generalized estimates” taking values in the space of compact sets endowed with the Hausdorff metric.
In Section 3, the qualitative robustness is analyzed in five particular cases, which include confidence regions and tolerance intervals of common use. Section 4 is devoted to discussion and comments.

MSC:

62F35 Robustness and adaptive procedures (parametric inference)
62F25 Parametric tolerance and confidence regions

Citations:

Zbl 0229.62041
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References:

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