Robust estimation of standard deviation

DOI10.1080/00949658008810354zbMath0433.62021OpenAlexW2062610937MaRDI QIDQ3871740

Morten Kjaernes, Grete Fenstad, Lars Walloe

Publication date: 1980

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

Full work available at URL: http://hdl.handle.net/10852/48279

zbMATH Keywords

robust estimation of standard deviation: stochastic simulation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

The behavior of sequential confidence intervals under contamination

Cites Work

• Descriptive statistics for non-parametric models. III: Dispersion
• On Some Robust Estimates of Location
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