Influence functions of trimmed likelihood estimators for lifetime experiments

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dc.contributor.authorMüller, Christine H.
dc.contributor.authorSzugat, Sebastian
dc.contributor.authorCelik, Nuri
dc.contributor.authorClarke, Brenton R.
dc.date.accessioned2015-05-11T12:32:12Z
dc.date.available2015-05-11T12:32:12Z
dc.date.issued2015
dc.description.abstractWe provide a general approach for deriving the influence function for trimmed likelihood estimators using the implicit function theorem. The approach is applied to lifetime models with exponential or lognormal distributions possessing a linear or nonlinear link function. A side result is that the functional form of the trimmed estimator for location and linear regression used by Bednarski and Clarke (1993, 2002) and Bednarski et al. (2010) is not generally always the correct functional form of a trimmed likelihood estimator. However, it is a version for which the influence function has a treatable form. A real data example shows the effect of trimming using a nonlinear link function for either the exponential or lognormal distribution.en
dc.identifier.urihttp://hdl.handle.net/2003/34083
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-7296
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;13/2015en
dc.subjectoutlier robustnessen
dc.subjectlifetime distributionen
dc.subjectgeneralized linear modelen
dc.subjectrobust estimationen
dc.subject.ddc310
dc.subject.ddc330
dc.subject.ddc620
dc.titleInfluence functions of trimmed likelihood estimators for lifetime experimentsen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access

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