کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
415299 | 681197 | 2008 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A reinvestigation of robust scale estimation in finite samples
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موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
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چکیده انگلیسی
This paper reworks and expands on the results of existing simulation studies, investigating the performance of various robust estimators of scale for Tukey’s three corner distributions. We focus attention on the popular biweight AA-estimator, but also propose a new estimator based on the Student’s tt-distribution, which attains an efficiency close to that of the AA-estimator. We investigate the use of more efficient auxiliary location and scale estimators in two-pass estimators such as the AA- and tt-estimators, and find overall efficiency can be improved. Using much larger simulation sizes than previous studies, significant departures from existing efficiencies are obtained, and these lead to different recommendations for estimation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 11, 15 July 2008, Pages 5014–5021
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 11, 15 July 2008, Pages 5014–5021
نویسندگان
John A. Randal,