Adaptive robust estimation of location and scale parameters of symmetric populations

DOI10.1080/03610927908827845zbMath0418.62027OpenAlexW1992015682MaRDI QIDQ3851430

Albert H. Moore, Herman Leon Harter, Thomas F. Curry

Publication date: 1979

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927908827845

zbMATH Keywords

Monte Carlo studylikelihood ratiokurtosismean square errorrelative efficiencyuniform populationnormal populationsymmetric populationsadaptive robust estimationcanonical scale factordebiasing factorsdouble exponential populationHogg Q statistic

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items

History and role of order statistics ⋮ Robust statistics for testing mean vectors of multivariate distributions ⋮ Robust test for means when population variances are unequal ⋮ Adaptive estimation of the center of symmetry based on the empirical characteristic function

Cites Work

• A Note on the Generation of Random Normal Deviates
• The Method of Least Squares and Some Alternatives: Part II
• Robust Estimation of a Location Parameter
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• NON-NORMALITY AND TESTS ON VARIANCES
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