A robust scale estimator based on pairwise means

DOI10.1080/10485252.2011.621424zbMath1241.62035OpenAlexW2027555343MaRDI QIDQ2892922

Samuel Müller, Garth Tarr, Neville C. Weber

Publication date: 25 June 2012

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2011.621424

zbMATH Keywords

Hodges-Lehmann estimatorgeneralised L-statisticsrandom trimming

Mathematics Subject Classification ID

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

Related Items

Robust estimation of precision matrices under cellwise contamination ⋮ The difference of symmetric quantiles under long range dependence

Cites Work

• Generalized L-, M-, and R-statistics
• Trimmed and Winsorized means based on a scaled deviation
• On a robust local estimator for the scale function in heteroscedastic nonparametric regression
• A reinvestigation of robust scale estimation in finite samples
• Do robust estimators work with real data?
• Weak convergence and empirical processes. With applications to statistics
• Trimmed and winsorized standard deviations based on a scaled deviation
• A note on Tukey's polyefficiency
• The Influence Curve and Its Role in Robust Estimation
• Limit theorems for dissociated random variables
• Selecting the Kth Element in $X + Y$ and $X_1 + X_2 + \cdots + X_m $
• Alternatives to the Median Absolute Deviation
• Estimates of Location Based on Rank Tests

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