Some Adaptive Robust Estimators which Work with Real Data
作者:
N. J. Hill,
A. R. Padmanabhan,
期刊:
Biometrical Journal
(WILEY Available online 1991)
卷期:
Volume 33,
issue 1
页码: 81-101
ISSN:0323-3847
年代: 1991
DOI:10.1002/bimj.4710330111
出版商: WILEY‐VCH Verlag
关键词: Adaptive and robust estimators;Real data;Astronomical, Behavioural, Biomedical, Chemical, Engineering, and Physical Sciences;ANOVA and regression models
数据来源: WILEY
摘要:
AbstractAn adaptiveR‐estimator θAand an adaptive trimmed mean MAT are proposed. The performance of these and a number of other robust estimators are studied on real data sets, drawn from the astronomical, behavioural, biomedical, chemical, engineering and physical sciences. In the case of sets that can be assumed to have come from symmetric distributions, the best performer is θA. The next best performers are the Hodges‐Lehmann estimator, Bisquare (7.5) and Huber (1.5), in that order. MAT works well with all kinds of sets–symmetric or skewed. Extensions of these results to ANOVA and regression models are me
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