Comparison of some robust estimators of scale in gamma samples with known shape

DOI10.1080/00949658308810704zbMath0527.62038OpenAlexW2055853396MaRDI QIDQ3042190

Alan C. Kimber

Publication date: 1983

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658308810704

zbMATH Keywords

exponential distributionmaximum likelihood estimatorsgamma modelinfluence curvescensored samplescomparison of estimatorsasymptotic contamination modelHuber-sense M-estimatorsrobust estimation of scale parametertrimmed-mean type estimators

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (7)

Information Matrix for Pareto(IV), Burr, and Related Distributions ⋮ Influence functions of empirical nonparametric estimators of net reinsurance premiums ⋮ Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution ⋮ Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data ⋮ Small sample performance of robust estimators of tail parameters for pareto and exponential models ⋮ Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families ⋮ Fisher information matrix for the Feller-Pareto distribution

Cites Work

• Estimation of the mean of an exponential distribution in the presence of an outlier
• Robust Estimation of a Location Parameter
• Asymptotic Variances and Covariances of Maximum-Likelihood Estimators, from Censored Samples, of the Parameters of Weibull and Gamma Populations
• Robust Estimates of Location: Symmetry and Asymmetric Contamination

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