Institute of Mathematical Statistics Lecture Notes - Monograph Series

On the Non-Optimality of Optimal Procedures

Peter J. Huber

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Abstract

This paper discusses some subtle, and largely overlooked, differences between conceptual and mathematical optimization goals in statistics, and illustrates them by examples.

Chapter information

Source
Javier Rojo, ed., Optimality: The Third Erich L. Lehmann Symposium (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2009), 31-46

Dates
First available in Project Euclid: 3 August 2009

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1249305323

Digital Object Identifier
doi:10.1214/09-LNMS5705

Keywords
optimality superefficiency optimal robustness breakdown point optimal design Bayesian robustness

Rights
Copyright © 2009, Institute of Mathematical Statistics

Citation

Rojo, Javier. On the Non-Optimality of Optimal Procedures. Optimality, 31--46, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2009. doi:10.1214/09-LNMS5705. https://projecteuclid.org/euclid.lnms/1249305323.


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