- Volume 11 Issue 1
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.
- Journal of the American Statistical Association v.74 Robust Locally Weighted Regression and Smoothing Scatterplots Cleveland,W.S. https://doi.org/10.2307/2286407
- Robust Statistics: The Approach Based on Influence Functions Hampel,F.R.;Ronchetti,E.M.;Rousseeuw,P.J.;Stahel,W.A.
- Understanding Robust and Exploratory Data Analysis Hoaglin,D.C.;Mosteller,F.;Tukey,J.W.
- To appear in Computational Statistics Robustness Weight by Weighted Median Distance Park,D.
- Robust Regression and Outlier Detection Rousseeuw,P.J.;Leroy,A.M.
- Modern Applied Statistics with S-PLUS Venables,W.N.;Ripley,B.D.