Maxbias Curves of Robust Location Estimators based on Subranges.

Autor: Croux, Christophe, Haesbroeck, Gentiane
Předmět:
Zdroj: Journal of Nonparametric Statistics; Jun2002, Vol. 14 Issue 3, p295-306, 12p, 5 Graphs
Abstrakt: A maxbias curve is a powerful tool to describe the robustness of an estimator. It tells us how much an estimator can change due to a given fraction of contamination. In this paper, maxbias curves are computed for some univariate location estimators based on subranges: midranges, trimmed means and the univariate Minimum Volume Ellipsoid (MVE) location estimators. These estimators are intuitively appealing and easy to calculate. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index