Finite-Sample Bias-Correction Factors for the Median Absolute Deviation

DOI10.1080/03610918.2012.748913zbMath1462.62210OpenAlexW2050092974MaRDI QIDQ2876137

Kevin Hayes

Publication date: 18 August 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.748913

zbMATH Keywords

asymptotic biasMADquality controloutlier labelingrobust measure of scale

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (2)

The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models ⋮ Investigation of finite-sample properties of robust location and scale estimators

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Mersenne twister
• THE MEDIAN ABSOLUTE DEVIATIONS AND THEIR APPLICATIONS TO SHEWHART CONTROL CHARTS
• Finite sample correction factors for several simple robust estimators of normal standard deviation

This page was built for publication: Finite-Sample Bias-Correction Factors for the Median Absolute Deviation