Article ID Journal Published Year Pages File Type
1153700 Statistics & Probability Letters 2009 6 Pages PDF
Abstract

Tiku–Suresh modified maximum likelihood estimators necessitate the assumption of a particular distribution. New forms of the estimators which, like Huber M-estimators, only assume that the distribution is long-tailed symmetric (unspecified) are given. They have high breakdown and, through simulations, are shown to be overall more efficient than M-estimators.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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