Autor: |
Croux, Christophe, Haesbroeck, Gentiane |
Předmět: |
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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 |
Externí odkaz: |
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