Finite sample correction factors for several simple robust estimators of normal standard deviation

DOI10.1080/00949655.2010.499516zbMATH Open1431.62086OpenAlexW2019733794MaRDI QIDQ5300765FDOQ5300765

Authors: Dennis C. Williams 

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.499516

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zbMATH Keywords

robuststandard deviationmean absolute deviationcontaminationinterquartile rangemedian absolute deviationshorthfinite sample correctionmedian moving rangemean moving rangeshortest half interval

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust Statistics

Cited In (7)

• Improving on the range rule of thumb
• A small-sample correction factor for S-estimators
• Shorter variation of standard deviation for small sample
• Finite-sample bias-correction factors for the median absolute deviation
• Investigation of finite-sample properties of robust location and scale estimators
• Small sample corrections for LTS and MCD
• Comparison of Robust Estimators of Standard Deviation in Normal Distributions Within the Context of Quality Control

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