A comparison of robust estimators based on two types of trimming

DOI10.1007/S10182-008-0099-5zbMATH Open1405.62033OpenAlexW2060349747MaRDI QIDQ734449FDOQ734449

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

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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)

Cites Work

• S-PLUS
• Approximation Theorems of Mathematical Statistics
• Robust Statistics
• Least Median of Squares Regression
• Title not available (Why is that?)
• Least trimmed squares in nonlinear regression under dependence
• Title not available (Why is that?)
• Welsh's trimmed mean for the nonlinear regression model

Cited In (8)

• On the statistical efficiency of robust estimators of multivariate location
• High breakdown analogs of the trimmed mean
• Title not available (Why is that?)
• Robust and efficient trimmed mean approach to valuation multiples
• The trimmed mean in non-parametric regression function estimation
• Sensitivity analysis of classical and conditional Bayesian problems of many hypotheses testing
• Theory & Methods: A Note on Robustness of the β‐Trimmed Mean
• A comparison of robust versions of the AIC based on M-, S- and MM-estimators

Uses Software

• Matlab
• R
• S-PLUS
• SAS

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