A comparison of robust estimators based on two types of trimming

DOI10.1007/s10182-008-0099-5zbMath1405.62033OpenAlexW2060349747MaRDI QIDQ734449

Subhra Sankar Dhar, Probal Chaudhuri

Publication date: 13 October 2009

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-008-0099-5

zbMATH Keywords

asymptotic normalitylocation modelasymptotic efficiencytrimmed meanbreakdown pointleast trimmed squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Sensitivity Analysis of Classical and Conditional Bayesian Problems of Many Hypotheses Testing, The trimmed mean in non-parametric regression function estimation, On the statistical efficiency of robust estimators of multivariate location

Uses Software

• Matlab
• R
• S-PLUS
• SAS

Cites Work

• S-PLUS
• Least trimmed squares in nonlinear regression under dependence
• Approximation Theorems of Mathematical Statistics
• Least Median of Squares Regression
• Robust Statistics
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