Robust Mean Estimation Under a Possibly Incorrect Log-Normality Assumption

DOI10.1080/03610918.2011.643850zbMath1327.62321OpenAlexW2126845835MaRDI QIDQ5299825

Siddhartha Singh, Albert Vexler, Sergey Tarima

Publication date: 21 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.643850

zbMATH Keywords

robustnessmaximum likelihoodlognormal distributionmodel misspecificationmean estimationcombined estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30) Applied statistics (educational aspects) (97K80)

Related Items (2)

Estimation combining unbiased and possibly biased estimators ⋮ On sign-based regression quantiles

Cites Work

• Using auxiliary information in statistical function estimation
• New estimators (of smaller M. S. E.) for parameters of a lognormal distribution
• Common noncompartmental pharmacokinetic variables: are they normally or log-normally distributed?

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