Robustness comparisons of some classes of location parameter estimators

Annals of the Institute of Statistical Mathematics

Volumn 52, Issue 2, 2000, Pages 351-366

  Collins, John R ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Asymmetric contamination; Asymptotic biases; Asymptotic variances; M , L and R estimators; Robust estimation

Indexed keywords

EID: 6744263836     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1004174024279     Document Type: Article

References (8)

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2. Collins, J. R. (1991). Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination, Statistics, 22, 379-402.
3. 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.
4. Huber, P. J. (1964). Robust estimation of a location parameter, Ann. Math. Statist., 35, 73-101.
5. Huber, P. J. (1981). Robust Statistics, Wiley, New York.
6. Jaeckel, L. A. (1971). Robust estimates of location: Symmetry and asymmetric contamination, Ann. Math. Statist, 42, 1020-1034.
7. Martin, R. D. and Zamar, R. H. (1993). Bias robust estimation of scale, Ann. Statist., 21, 991-1017.
8. Rieder, H. (1994). Robust Asymptotic Statistics, Springer, New York.