JOURNAL BROWSE
Search
Advanced SearchSearch Tips
Robust Estimator of Location Parameter
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
Robust Estimator of Location Parameter
Park, Dongryeon;
  PDF(new window)
 Abstract
In recent years, the size of data set which we usually handle is enormous, so a lot of outliers could be included in data set. Therefore the robust procedures that automatically handle outliers become very importance issue. We consider the robust estimation problem of location parameter in the univariate case. In this paper, we propose a new method for defining robustness weights for the weighted mean based on the median distance of observations and compare its performance with several existing robust estimators by a simulation study. It turns out that the proposed method is very competitive.
 Keywords
Location parameter;Median distance;Robust estimator;Robustness weight;
 Language
English
 Cited by
 References
1.
Journal of the American Statistical Association, 1979. vol.74. pp.829-836 crossref(new window)

2.
Robust Statistics: The Approach Based on Influence Functions, 1986.

3.
Understanding Robust and Exploratory Data Analysis, 1976.

4.
To appear in Computational Statistics, 2004.

5.
Robust Regression and Outlier Detection, 1987.

6.
Modern Applied Statistics with S-PLUS, 1999.