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Optimal weights of evidence with bounded influence

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Abstract.

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.

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Authors and Affiliations

  1. Swiss Federal Institute of Technology FSB-IMA, 1015 Lausanne, Switzerland (e-mail: stephan.morgenthaler@epfl.ch), , , , , , CH

    Stephan Morgenthaler

  2. LaTrobe University School of Mathematical and Statistical Sciences, Bundoora Campus, Melbourne, Victoria, Australia 3083 (e-mail: r.staudte@latrobe.edu.au), , , , , , AU

    Robert Staudte

Authors
  1. Stephan Morgenthaler
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  2. Robert Staudte
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Morgenthaler, S., Staudte, R. Optimal weights of evidence with bounded influence. Metrika 55, 91–97 (2002). https://doi.org/10.1007/s001840200189

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  • DOI: https://doi.org/10.1007/s001840200189

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