Abstract:It is known that the robustness properties of estimators depend on the choice of a metric in the space of distributions. We introduce a version of Hampel's qualitative robustness that takes into account the √ -asymptotic normality of estimators in , and examine such robustness of two standard location estimators in R . For this purpose, we use certain combination of the Kantorovich and Zolotarev metrics rather than the usual Prokhorov type metric. This choice of the metric is explained by an intention to expos… Show more
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