A comparison of robust estimators based on two types of trimming

DOI10.1007/S10182-008-0099-5MaRDI QIDQ734449zbMATHOpenAlexFDO

Authors Subhra Sankar Dhar, Probal Chaudhuri

Publication date 13 October 2009

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-008-0099-5

zbMATH Keywords

asymptotic normalityasymptotic efficiencybreakdown pointleast trimmed squarestrimmed meanlocation model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Least Median of Squares Regression
• Least trimmed squares in nonlinear regression under dependence
• Robust Statistics
• S-PLUS
• Welsh's trimmed mean for the nonlinear regression model

Cited in

(8)

• The trimmed mean in non-parametric regression function estimation
• Robust and efficient trimmed mean approach to valuation multiples
• scientific article; zbMATH DE number 4009546 (Why is no real title available?)
• High breakdown analogs of the trimmed mean
• Sensitivity analysis of classical and conditional Bayesian problems of many hypotheses testing
• A comparison of robust versions of the AIC based on M-, S- and MM-estimators
• Theory & Methods: A Note on Robustness of the β‐Trimmed Mean
• On the statistical efficiency of robust estimators of multivariate location

Describes a project that uses

Uses Software

• Matlab
• R
• S-PLUS
• SAS

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