Authors: Gather, Ursula
Schultze, Verena
Title: Robust estimation of scale of an exponential distribution
Language (ISO): en
Abstract: We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown point, but their explosion bias curves are different. It is shown that under a gross error model the explosion bias curve of the new estimator performs better than the bias curves of the other estimators.
Subject Headings: breakdown point
explosion bias curve
influence function
URI: http://hdl.handle.net/2003/4843
http://dx.doi.org/10.17877/DE290R-5421
Issue Date: 1997
Publisher: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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