Optimal weights of evidence with bounded influence

A fundamental statistical problem is to indicate which of two hypotheses is better supported by the data. Statistics designed for this purpose are called weight of evidence. In this paper we study the problem of robust weights of evidence, optimal in their performance while robust in the infinitesimal sense of the influence function.


Published in:
Metrika, 55, 1-2, 91-97
Year:
2002
ISSN:
00261335
Laboratories:




 Record created 2012-11-06, last modified 2018-09-13


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