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Asymptotically Robust Estimators of Location

 

作者: Allan Birnbaum,   Valerie Miké,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1970)
卷期: Volume 65, issue 331  

页码: 1265-1282

 

ISSN:0162-1459

 

年代: 1970

 

DOI:10.1080/01621459.1970.10481163

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

For the problem of efficiency-robust estimation of location, approximate versions are developed of optimally robust Pitman-type estimators. These are shown to have full asymptotic efficiency for a prototype family of distributions, used to define the estimators. The asymptotic efficiency under other distributions of interest is also characterized. For sample sizesn= 20, 30, 40, 50, and 100 the efficiencies were estimated by Monte Carlo methods under the following distributions: normal, logistic, double-exponential, and contaminated normal (one percent, five percent, ten percent). Over all these shapes the efficiencies obtained are approximately 88 percent or more for alln; they rise to approximately 91 percent or more forn= 100. Some theoretical and numerical comparisons with other estimators are given.

 

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