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Fréchet differentiability of statistical functionals and implications to robust statistics. (English) Zbl 0819.62044
Morgenthaler, Stephan (ed.) et al., New directions in statistical data analysis and robustness. Proceedings of a workshop, held at the Centro Stefano Franscini in Ascona, Switzerland, from June 28-July 4, 1992. Basel: Birkhäuser. Monte Verità, Proceedings of the Centro Stefano Franscini Ascona. 25-34 (1993).
Summary: The paper describes features of Fréchet differentiability which are important in robust estimation problems. It also gives examples where the search for Fréchet differentiable von Mises functionals leads naturally to robust solutions.
For the entire collection see [Zbl 0814.00018].

62G35 Nonparametric robustness
62F35 Robustness and adaptive procedures (parametric inference)