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Biometrika 1984 71(1):115-125; doi:10.1093/biomet/71.1.115
© 1984 by Biometrika Trust
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Robust estimation through estimating equations

V. P. GODAMBE and M. E. THOMPSON

Department of Statistics and Actuarial Science, University of Waterloo Waterloo, Ontario, Canada

Utilizing the theory of estimating equations (Godambe, 1960; Godambe & Thompson, 1978), this paper develops concepts of parameter defining function and effective parameter. The paper provides theory and techniques for choosing from a given set of robust parameters one that is most effective, or one that can most efficiently be estimated.

Key Words: Configuration statitic • Effctiveness of a parameter • Estimating function • Generalized residual • Optimum equation • Parameter • Parameter defining function • Robust Parameter


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