The truncated mean of an asymmetric distribution

Computational Statistics and Data Analysis

Volumn 32, Issue 1, 1999, Pages 79-100

  Marazzi, A ^a   Ruffieux, C ^a  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

Author keywords

Asymmetric distributions; M estimates; Robust estimates; Trimming

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; WEIBULL DISTRIBUTION;

ASYMMETRIC DISTRIBUTIONS; GAMMA DISTRIBUTION; LOGNORMAL DISTRIBUTION; PARAMETRIC MODEL;

PROBABILITY DISTRIBUTIONS;

EID: 0033224798     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(99)00018-3     Document Type: Article

References (13)

1. Beguin, C., Closon, M.C., Roger, F.H., 1991. Advances in DRGs data pooling in Europe: results from the Hoscom Project in relation to outliers. Paper presented at the 2nd EURODRG Workshop, Dublin, 24-25 April 1991.
2. Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., Stahel, W.A., 1986. Robust Statistics: The Approach based on Influence Functions. Wiley, New York.
3. Huber, P.J., 1981. Robust Statistics. Wiley, New York.
4. Johnson, N.L, Kotz, S., Balakrishnan, N., 1994. Continuous Univariate Distributions, vol. 1, 2nd ed. Wiley, New York.
5. Lave JR., Leinhardt S. The cost and length of a hospital stay. Inquiry. 13:1976;327-343.
6. Marazzi, A., Ruffieux, C., 1996. Implementing M-estimators of the gamma distribution. In: Rieder H. (Ed.), Robust Statistics, Data Analysis, and Computer Intensive Methods, In honor of Peter Huber's 60th birthday, Lecture Notes in Statistics, vol. 109. Springer, Heidelberg.
7. Marazzi, A., Randriamiharisoa, A., 1997a. S-plus functions for robust estimators of the parameters of the gaussian and the lognormal distributions. Technical Report. Institut Universitaire de Médecine Sociale et Préventive, Bugnon 17, CH-1005 Lausanne (report and programs available at Internet address www.hospvd.ch/iumsp).
8. Marazzi, A., Randriamiharisoa, A., 1997b. S-plus functions for robust estimators of the parameters of the gamma distribution. Technical Report. Institut Universitaire de Médecine Sociale et Préventive, Bugnon 17, CH-1005 Lausanne (report and programs available at Internet address www.hospvd.ch/iumsp).
9. Marazzi, A., Randriamiharisoa, A., 1997c. S-plus functions for robust estimators of the parameters of the Weibull distribution. Technical Report. Institut Universitaire de Médecine Sociale et Préventive, Bugnon 17, CH-1005 Lausanne (report and programs available at Internet address www.hospvd.ch/iumsp).
10. Marazzi A., Paccaud F., Ruffieux C., Beguin C. Fitting the distributions of length of stay by parametric models. Medical Care. 36:1998;915-927.
11. Rieder, H., 1994. Robust Asymptotic Statistics. Springer, New York.
12. Rousseeuw P.J., Croux C. Alternatives to the median absolute deviation. J. Amer. Statist. Assoc. 88:1993;1273-1283.
13. Victoria-Feser M.P., Ronchetti E. Robust methods for personal-income distribution models. Canad. J. Statist. 22:1994;247-258.