Qualitative robustness of statistical functionals under strong mixing

@inproceedings{Zahle2012QualitativeRO,
  title={Qualitative robustness of statistical functionals under strong mixing},
  author={Henryk Zahle},
  year={2012}
}
  • Henryk Zahle
  • Published 2012
  • Mathematics
  • A new concept of (asymptotic) qualitative robustness for plug-in estimators based on identically distributed possibly dependent observations is introduced, and it is shown that Hampel’s theorem for general metrics d still holds. Since Hampel’s theorem assumes the UGC property w.r.t. d, i.e. convergence in probability of the empirical probability measure to the true marginal distribution w.r.t. d uniformly in the class of all admissible laws on the sample path space, this property is shown for a… CONTINUE READING

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