Asymptotics for an adaptive trimmed likelihood location estimator

Statistics

Volumn 36, Issue 1, 2002, Pages 1-8

  Bednarski, Tadeusz ^b   Clarke, Brenton R ^a  

^a MURDOCH UNIVERSITY   (Australia)

^b NONE

Author keywords

Adaptive estimation; Trimmed likelihood estimator

Indexed keywords

EID: 0036523990     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331880210933     Document Type: Article

References (10)

1. Bednarski, T. and Clarke, B.R. (1993) "Trimmed likelihood estimation of location and scale of the normal distribution", Austral. J. Statist. 35, 141-153.
2. Billingsley, P. (1968) Convergence of Probability Measures (John Wiley, New York).
3. Butler, R.W. (1982) "Nonparametric interval and point prediction using data trimmed by a Grubbs-type outlier rule", Ann. Statist. 10, 197-204.
4. Clarke, B.R. (1994) "Empirical evidence for adaptive confidence intervals and identification of outliers using methods of trimming", Austral. J. Statist. 36, 45-58.
5. Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J. and Stahel, W.A. (1986) Robust Statistics: The Approach Based on Influence Functions (Wiley, New York).
6. Huber, P.J. (1967) "The behaviour of maximum likelihood estimates under nonstandard conditions", Proc. Fifth Berkeley Symposium on Mathematical Statistics and Probability 1, 73-101.
7. Huber, P.J. (1996) Robust Statistical Procedures, 2nd ed. (CBMS-NSF, Regional Conference Series in Applied Mathematics, Society for Industrial and Applied Mathematics, Philadelphia).
8. Jaeckel, L.A. (1971) "Some flexible estimates of location", Ann. Math. Statist. 42, 1540-1552.
9. Rousseeuw, P.J. (1983) "Multivariate estimation with high breakdown point", In: Grossman, Pfiug, Vincze and Wertz (Eds.), Mathematical Statistics and Applications, Vol. B (1985) (DordrechtReidel Publishing Co), pp. 283-297.
10. Rousseeuw, P.J. and Leroy, A.M. (1987) Robust Regression and Outlier Detection (Wiley, New York).