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

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.1080/03610918.2019.1699114" rel="nofollow">DOI 10.1080/03610918.2019.1699114</a><a class="pub-badge pub-badge--grey" href="https://openalex.org/works/W3106484983" rel="nofollow">OpenAlex</a><a class="pub-badge pub-badge--grey" href="https://www.wikidata.org/wiki/Q126348983" rel="nofollow"><img src="https://www.wikidata.org/static/favicon/wikidata.ico" class="pub-badge-icon" alt=""/>Wikidata</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q5083008" rel="nofollow">MaRDI QID Q5083008</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q5083008" rel="nofollow">FDO</a>

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

robustnessunbiasednessrelative efficiencybreakdown

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Alternatives to the Median Absolute Deviation
• Estimates of Location Based on Rank Tests
• Finite sample correction factors for several simple robust estimators of normal standard deviation
• Finite-sample bias-correction factors for the median absolute deviation
• 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

(4)

• Robust explicit estimation of the log-logistic distribution with applications
• Robust explicit estimators using the power-weighted repeated medians
• 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

Describes a project that uses

Uses Software

• R

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