Robustness of confidence intervals for scale parameters based on m-estimators

DOI10.1080/03610920008832635MaRDI QIDQ4541687zbMATH OpenOpenAlexFDO

Authors Despina Dasiou, Chronis Moyssiadis

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832635

zbMATH Keywords

coverage probabilitymedian absolute deviationstandard deviationstretchingtables

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• A class of high-breakdown scale estimators based on subranges
• A robust scale estimator based on the shortest half
• Alternatives to the Median Absolute Deviation
• Confidence Interval Robustness with Long-Tailed Symmetric Distributions
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3967642 (Why is no real title available?)
• Is the t Test Really Conservative When the Parent Distribution is Long-Tailed?
• Robust Statistics
• Robustness of standard confidence intervals for location parameters under departure from normality

Cited in

(8)

• Robust nonparametric confidence intervals and tests for the median in the presence of (c, )-contamination
• The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
• The Consistency and Robustness of Modified Cramér–Von Mises and Kolmogorov–Cramér Estimators
• Robustness properties for a class of scale estimators
• Robust Confidence Intervals for a Location Parameter: The Configural Approach
• Robust confidence interval for the variance
• scientific article; zbMATH DE number 1029186 (Why is no real title available?)
• New robust confidence intervals for the mean under dependence

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