Optimum Robust Estimation of Linear Aspects in Conditionally Contaminated Linear Models
条件污染线性模型中线性目标的最优稳健估计
P. J. Bickel's approach to and results on estimating the parameter vector $\beta$ of a conditionally contaminated linear regression model by asymptotically linear (AL) estimators $\hat\beta^\ast$ which have minimum trace of the asymptotic covariance matrix among all AL estimators with a given bound $b$ on their asymptotic bias (MT-AL estimators with bias bound $b$) is here extended to conditionally contaminated general linear models and in particular for estimating arbitrary…