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

DOI10.1080/00949655.2010.499516MaRDI QIDQ5300765zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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• Finite-sample bias-correction factors for the median absolute deviation
• A small-sample correction factor for S-estimators
• Comparison of Robust Estimators of Standard Deviation in Normal Distributions Within the Context of Quality Control
• THE MEDIAN ABSOLUTE DEVIATIONS AND THEIR APPLICATIONS TO SHEWHART CONTROL CHARTS

Cites work

• Robust Statistics

Cited in

(7)

• 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
• Improving on the range rule of thumb
• Shorter variation of standard deviation for small sample
• A small-sample correction factor for S-estimators
• Comparison of Robust Estimators of Standard Deviation in Normal Distributions Within the Context of Quality Control

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