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 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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97_08.pdf | DNB | 209.66 kB | Adobe PDF | View/Open |
tr08-97.ps | 208.89 kB | Postscript | View/Open |
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