The Relative Sensitivity to Specification Error of Differentk-Class Estimators
作者:
FranklinM. Fisher,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1966)
卷期:
Volume 61,
issue 314
页码: 345-356
ISSN:0162-1459
年代: 1966
DOI:10.1080/01621459.1966.10480869
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The behavior of the probability limits of differentk-class estimators under specification error is examined. Despite the fact that the probability limits are different when errors are not zero, it is shown that there exists no case in which either of the two leading estimators is uniformly more robust than the other if the criterion is any positive semi-definite quadratic form in the inconsistencies.
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