A definition of qualitative robustness for general point estimators, and examples

Abstract

A definition of qualitative robustness for point estimators in general statistical models is proposed. Some criteria for robustness are established and applied to estimators in parametric, semiparametric, and nonparametric models. In specific nonparametric models, the proposed definition boils down to Hampel robustness. It is also explained how plug-in estimators in certain nonparametric models can be reasonably classified w.r.t. their degrees of robustness.