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

DOI10.1080/03610920008832635zbMath0995.62029OpenAlexW2045040746MaRDI QIDQ4541687

Chronis Moyssiadis, Despina Dasiou

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

tablescoverage probabilitystandard deviationstretchingmedian absolute deviation

Mathematics Subject Classification ID

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

Cites Work

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• Robustness of standard confidence intervals for location parameters under departure from normality
• Is the t Test Really Conservative When the Parent Distribution is Long-Tailed?
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• A robust scale estimator based on the shortest half
• Confidence Interval Robustness with Long-Tailed Symmetric Distributions
• A class of high-breakdown scale estimators based on subranges
• Alternatives to the Median Absolute Deviation
• Robust Statistics

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