Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153700 | Statistics & Probability Letters | 2009 | 6 Pages |
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
Authors
Moti L. Tiku, Barış Sürücü,