Investigation of finite-sample properties of robust location and scale estimators

DOI10.1080/03610918.2019.1699114MaRDI QIDQ5083008zbMATH OpenOpenAlexWikidataFDO

Authors Chanseok Park, Haewon Kim, Min Wang

Publication date 21 June 2022

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

Full work available at URL https://arxiv.org/abs/1908.00462

zbMATH Keywords

breakdownrelative efficiencyrobustnessunbiasedness

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Alternatives to the Median Absolute Deviation
• Estimates of Location Based on Rank Tests
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• Large sample behaviour of some well-known robust estimators under long-range dependence
• Robust Statistics
• Some Significance Tests for the Median which are Valid Under Very General Conditions
• The Influence Curve and Its Role in Robust Estimation

Cited in

(5)

• Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location
• Robust Location and Scale Estimation Based on the Univariate Generalizedt(GT) Distribution
• Robust explicit estimation of the log-logistic distribution with applications
• Robust explicit estimators using the power-weighted repeated medians
• Asymptotic breakdown point analysis for a general class of minimum divergence estimators

Describes a project that uses

Uses Software

• R

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