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The Effect of Sample Heterogeneity on Linear Functions of Order Statistics, with Applications to Robust Estimation

 

作者: StephenM. Stigler,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1976)
卷期: Volume 71, issue 356  

页码: 956-960

 

ISSN:0162-1459

 

年代: 1976

 

DOI:10.1080/01621459.1976.10480976

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In a certain sense sample heterogeneity can only decrease the variance of a linear function of order statistics compared with that for a homogeneous sample, and thus the variance of those statistics will tend to be overestimated. The magnitude of this effect for robust estimators of location and scale is described, with particular reference to contamination models. It is shown that with asymmetric contamination, extreme observations may have much less influence on these estimators than is generally believed, if trimming is employed.

 

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