Investigation of finite-sample properties of robust location and scale estimators

DOI10.1080/03610918.2019.1699114OpenAlexW3106484983WikidataQ126348983 ScholiaQ126348983MaRDI QIDQ5083008

Haewon Kim, Chanseok Park, Min Wang

Publication date: 21 June 2022

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

Full work available at URL: https://arxiv.org/abs/1908.00462

zbMATH Keywords

robustnessunbiasednessbreakdownrelative efficiency

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Robust explicit estimation of the log-logistic distribution with applications

Uses Software

• R

Cites Work

• Finite-Sample Bias-Correction Factors for the Median Absolute Deviation
• The Influence Curve and Its Role in Robust Estimation
• Alternatives to the Median Absolute Deviation
• Finite sample correction factors for several simple robust estimators of normal standard deviation
• Large sample behaviour of some well-known robust estimators under long-range dependence
• Estimates of Location Based on Rank Tests
• Some Significance Tests for the Median which are Valid Under Very General Conditions
• Robust Statistics
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